V-Lab
V-Lab
African Rainbow Minerals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:49.49% (-1.17%)
Analysis last updated: Thursday, July 17, 2025 at 03:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of African Rainbow Minerals Ltd GJR-GARCH
paramt-stat
ω0.08058.23
α0.028710.31
β0.9453526.94
γ0.04517.00
Estimation Period:
Oct 24, 2006 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts