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 Monday, November 24th, 2025:65.49% (+4.55%)

Analysis last updated: Saturday, November 22, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0246	8.28
$β$	0.9192	212.33
$γ$	0.0651	12.59
$λ_{1}$	0.0256	3.41
$λ_{2}$	0.0314	5.00
$λ_{3}$	0.9673	139.44

Estimation Period:
Oct 24, 2006 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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