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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2497 | 6.54 | |
| 0.0654 | 3.18 | |
| 0.8582 | 20.84 | |
| 0.2103 | 1.37 | |
| -0.3312 | -1.38 | |
| 0.2523 | 1.20 | |
| -0.4300 | -1.84 | |
| 0.8525 | 2.65 | |
| -1.0469 | -2.10 | |
| 0.6349 | 1.29 | |
| 0.0339 | 0.12 | |
| -0.3212 | -2.24 |
Estimation Period:
Sep 14, 2009 to Jun 18, 2026
Sep 14, 2009 to Jun 18, 2026
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