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

Skip to main content

V-Lab

African Rainbow Minerals Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:50.06% (+0.24%)

Analysis last updated: Sunday, December 14, 2025 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0248	8.33
$β$	0.9188	210.15
$γ$	0.0647	12.45
$λ_{1}$	0.0260	3.45
$λ_{2}$	0.0312	4.97
$λ_{3}$	0.9674	139.19

Estimation Period:
Oct 24, 2006 to Dec 12, 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