V-Lab
SEMAFO Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 7th, 2020:54.13% (+0.39%)
Analysis last updated: Monday, March 1, 2021 at 07:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2224 | 11.22 | |
| 0.0375 | 17.89 | |
| 0.9289 | 510.10 | |
| 0.0571 | 10.78 |
Estimation Period:
Jan 3, 1992 to Jul 3, 2020
Jan 3, 1992 to Jul 3, 2020