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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0305	9.24***
β GARCH Volatility persistence	0.9150	156.45***
γ leverage Additional response to negative shocks	0.0552	9.87***
λ₁ tau intercept Baseline long-term coefficient	0.0143	3.38***
λ₂ forecast adj. Forecast performance sensitivity	0.0184	4.92***
λ₃ tau persistence Long-term factor persistence	0.9809	236.70***

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African Rainbow Minerals Ltd MF2-GARCH Volatility Analysis

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