ASA Gold and Precious Metals Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:61.43% (+2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 18.55 | |
| 0.1226 | 36.78 | |
| 0.9881 | 1,403.54 | |
| -0.0110 | -3.78 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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