V-Lab
V-Lab
African Rainbow Minerals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:50.54% (-1.13%)
Analysis last updated: Saturday, September 13, 2025 at 11:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of African Rainbow Minerals Ltd GJR-GARCH
paramt-stat
ω0.08118.25
α0.028510.31
β0.9452526.30
γ0.04547.06
Estimation Period:
Oct 24, 2006 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts