African Rainbow Minerals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:84.73% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0816 | 8.94 | |
| 0.0326 | 11.15 | |
| 0.9445 | 520.37 | |
| 0.0392 | 6.14 |
Estimation Period:
Oct 24, 2006 to Jan 30, 2026
Oct 24, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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