V-Lab: African Rainbow Minerals Ltd MF2-GARCH Volatility Analysis

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African Rainbow Minerals Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 29th, 2025:65.30% (-1.49%)

Analysis last updated: Wednesday, October 29, 2025 at 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0247	8.30
$β$	0.9187	211.73
$γ$	0.0657	12.64
$λ_{1}$	0.0257	3.40
$λ_{2}$	0.0315	5.01
$λ_{3}$	0.9671	138.82

Estimation Period:
Oct 24, 2006 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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