CI Gold Bullion Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.77% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0069 | -0.30 | |
| 0.0670 | 4.97 | |
| 0.9549 | 66.76 | |
| 0.1033 | 5.76 |
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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