Skip to main content
V-Lab

abrdn Physical Gold Shares ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, June 23rd, 2026

1 Day

25.96%

decreased by 1.02%

1 Week

25.61%

decreased by 1.37%

1 Month

24.71%

decreased by 2.27%

Analysis last updated: Monday, June 22, 2026 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of abrdn Physical Gold Shares ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω1.24976.54
α0.06543.18
β0.858220.84
γ10.21031.37
γ2-0.3312-1.38
γ30.25231.20
γ4-0.4300-1.84
γ50.85252.65
γ6-1.0469-2.10
γ70.63491.29
γ80.03390.12
γ9-0.3212-2.24
Estimation Period:
Sep 14, 2009 to Jun 18, 2026