CI Gold Bullion Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.15% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0574 | 7.47 | |
| 0.0921 | 5.18 | |
| 0.8938 | 83.45 | |
| -0.0769 | -3.86 |
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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