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

V-Lab

African Rainbow Minerals Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:43.79% (-0.93%)

Analysis last updated: Tuesday, October 7, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0242	8.15
$β$	0.9190	214.46
$γ$	0.0658	12.73
$λ_{1}$	0.0290	3.52
$λ_{2}$	0.0339	5.06
$λ_{3}$	0.9644	129.40

Estimation Period:
Oct 24, 2006 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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