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African Rainbow Minerals Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:60.90% (-1.63%)
Analysis last updated: Wednesday, October 29, 2025 at 08:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of African Rainbow Minerals Ltd S0GARCH
paramt-stat
ω0.79885.74
α0.05485.23
β0.909248.70
γ1-0.1528-1.69
γ20.15321.19
γ30.19902.47
γ4-0.4228-5.02
γ50.35994.38
γ6-0.2251-3.15
γ70.12092.28
Estimation Period:
Oct 24, 2006 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts