DRDGOLD Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.50% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5445 | 4.59 | |
| 0.0948 | 6.69 | |
| 0.7935 | 29.51 | |
| -0.1236 | -1.41 | |
| 0.1197 | 0.97 | |
| -0.0079 | -0.12 | |
| 0.0369 | 0.71 | |
| -0.1165 | -2.09 | |
| 0.2601 | 4.78 | |
| -0.3271 | -6.17 | |
| 0.2557 | 5.03 | |
| -0.1528 | -3.23 | |
| 0.1597 | 2.21 |
Estimation Period:
Jul 27, 1995 to Feb 6, 2026
Jul 27, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts