V-Lab: African Rainbow Minerals Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

African Rainbow Minerals Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:44.68% (-0.70%)

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
$ω$	0.8003	5.74
$α$	0.0545	5.21
$β$	0.9096	49.00
$γ_{1}$	-0.1519	-1.67
$γ_{2}$	0.1499	1.15
$γ_{3}$	0.2050	2.52
$γ_{4}$	-0.4286	-5.04
$γ_{5}$	0.3641	4.41
$γ_{6}$	-0.2321	-3.21
$γ_{7}$	0.1297	2.40

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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