DRDGOLD Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.59% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4854 | 17.97 | |
| 0.0689 | 15.00 | |
| 0.9021 | 273.12 | |
| -0.0073 | -1.12 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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