V-Lab
V-Lab
African Rainbow Minerals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:42.57% (-0.86%)
Analysis last updated: Tuesday, October 7, 2025 at 09:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of African Rainbow Minerals Ltd GJR-GARCH
paramt-stat
ω0.08088.23
α0.028410.29
β0.9453526.64
γ0.04547.07
Estimation Period:
Oct 24, 2006 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts