Randgold Resources Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2178 | 8.37 | |
| 0.0558 | 10.66 | |
| 0.9101 | 140.67 | |
| 0.0107 | 1.19 |
Estimation Period:
Jun 30, 1997 to Dec 28, 2018
Jun 30, 1997 to Dec 28, 2018
News Impact Curve
Volatility Forecasts
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