abrdn Physical Gold Shares ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
32.54%
decreased by 0.84%
1 Week
32.91%
decreased by 0.47%
1 Month
33.76%
increased by 0.38%
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 | |
|---|---|---|
| 1.2595 | 6.75 | |
| 0.0639 | 3.08 | |
| 0.8509 | 18.54 | |
| 0.2337 | 1.57 | |
| -0.3695 | -1.60 | |
| 0.2765 | 1.39 | |
| -0.4453 | -2.02 | |
| 0.8627 | 2.84 | |
| -1.0632 | -2.26 | |
| 0.7036 | 1.50 | |
| -0.1826 | -0.62 | |
| 0.2961 | 1.20 |
Estimation Period:
Sep 14, 2009 to Jun 18, 2026
Sep 14, 2009 to Jun 18, 2026
Other abrdn Physical Gold Shares ETF Analyses
Other Spline-GARCH Analyses on ETFs