Arafura Rare Earths Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:67.30% (+3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4404 | 23.46 | |
| 0.1467 | 18.15 | |
| 0.7348 | 88.44 | |
| -0.0141 | -0.98 |
Estimation Period:
Nov 5, 2003 to Feb 13, 2026
Nov 5, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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