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

V-Lab

African Rainbow Minerals Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:52.91% (-1.34%)

Analysis last updated: Saturday, September 13, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0243	8.15
$β$	0.9190	213.82
$γ$	0.0658	12.71
$λ_{1}$	0.0278	3.48
$λ_{2}$	0.0332	5.05
$λ_{3}$	0.9652	132.11

Estimation Period:
Oct 24, 2006 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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