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

V-Lab

African Rainbow Minerals Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:51.40% (-1.20%)

Analysis last updated: Thursday, July 17, 2025 at 03:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0243	8.17
$β$	0.9192	215.06
$γ$	0.0656	12.73
$λ_{1}$	0.0280	3.45
$λ_{2}$	0.0346	5.10
$λ_{3}$	0.9639	128.39

Estimation Period:
Oct 24, 2006 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other African Rainbow Minerals Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
GAS-GARCH Student T