African Rainbow Minerals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.90% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 16.06 | |
| 0.0385 | 10.47 | |
| 0.9447 | 331.84 | |
| 0.0112 | 2.41 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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