African Rainbow Minerals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:85.90% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0811 | 8.97 | |
| 0.0324 | 11.13 | |
| 0.9448 | 525.74 | |
| 0.0390 | 6.17 |
Estimation Period:
Oct 24, 2006 to Feb 6, 2026
Oct 24, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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