V-Lab
SEMAFO Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 7th, 2020:57.82% (+2.17%)
Analysis last updated: Sunday, March 21, 2021 at 06:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0828 | 19.15 | |
| 0.7100 | 60.72 | |
| 0.0811 | 12.71 | |
| 0.0963 | 3.01 | |
| 0.0386 | 5.22 | |
| 0.9580 | 122.94 |
Estimation Period:
Jan 3, 1992 to Jul 6, 2020
Jan 3, 1992 to Jul 6, 2020