CI Gold Bullion Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.93% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 3.47 | |
| 0.0663 | 11.81 | |
| 0.8429 | 91.04 | |
| -0.8266 | -10.76 |
Estimation Period:
Mar 22, 2021 to Feb 6, 2026
Mar 22, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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