CI Gold PLS Gints Covrd Call GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.33% (+3.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 7.55 | |
| 0.0199 | 9.52 | |
| 0.9539 | 432.21 | |
| 0.0411 | 8.84 |
Estimation Period:
Jun 3, 2011 to Feb 6, 2026
Jun 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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