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V-Lab

DRDGOLD Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.76% (-1.81%)
Analysis last updated: Sunday, February 8, 2026 at 03:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DRDGOLD Ltd SGARCH
paramt-stat
ω1.33353.78
α0.09487.21
β0.794927.72
γ1-0.0103-0.19
γ20.06780.95
γ3-0.0979-2.21
γ40.04040.99
γ5-0.0230-0.68
γ60.08883.25
γ7-0.1147-4.54
γ80.04071.44
γ90.09212.22
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts