CI Gold Bullion Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.75% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0575 | 8.07 | |
| 0.0654 | 7.35 | |
| 0.8868 | 74.75 |
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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