V-Lab
Randgold Resources Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 1st, 2019:37.63% (-1.06%)
Analysis last updated: Monday, March 1, 2021 at 06:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2218 | 8.79 | |
| 0.0617 | 15.66 | |
| 0.9089 | 140.03 |
Estimation Period:
Jun 30, 1997 to Dec 28, 2018
Jun 30, 1997 to Dec 28, 2018
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