V-Lab
Randgold Resources Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 1st, 2019:40.38% (-2.99%)
Analysis last updated: Monday, March 1, 2021 at 07:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1787 | 9.66 | |
| 0.1979 | 16.47 | |
| 0.9186 | 102.91 | |
| -0.0055 | -0.47 |
Estimation Period:
Jun 30, 1997 to Dec 28, 2018
Jun 30, 1997 to Dec 28, 2018
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