DRDGOLD Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.13% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1107 | 25.25 | |
| 0.7501 | 58.82 | |
| -0.0066 | -1.07 | |
| 0.0333 | 1.77 | |
| 0.0088 | 2.00 | |
| 0.9888 | 170.72 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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