African Rainbow Minerals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:50.17% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0815 | 8.41 | |
| 0.0287 | 10.48 | |
| 0.9455 | 531.46 | |
| 0.0443 | 6.97 |
Estimation Period:
Oct 24, 2006 to Jan 9, 2026
Oct 24, 2006 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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