CI Gold Bullion Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.75% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 6.85 | |
| 0.1051 | 6.45 | |
| 0.8896 | 81.51 | |
| -0.1051 | -5.85 |
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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