CI Gold Bullion Fund EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.74% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 0.83 | |
| 0.0749 | 7.63 | |
| 0.9623 | 124.06 | |
| 0.0598 | 3.90 |
Estimation Period:
Jan 12, 2021 to Feb 6, 2026
Jan 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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