DRDGOLD Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.07% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4654 | 21.73 | |
| 0.0702 | 17.81 | |
| 0.9008 | 299.76 | |
| 0.0104 | 1.68 |
Estimation Period:
Jul 27, 1995 to Feb 6, 2026
Jul 27, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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