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 Friday, May 30th, 2025:53.18% (-0.84%)

Analysis last updated: Friday, May 30, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8086	5.66
$α$	0.0544	5.30
$β$	0.9117	51.73
$γ_{1}$	-0.1448	-1.51
$γ_{2}$	0.1276	0.93
$γ_{3}$	0.2379	2.69
$γ_{4}$	-0.4477	-4.81
$γ_{5}$	0.3512	4.03
$γ_{6}$	-0.1978	-2.54
$γ_{7}$	0.0981	1.66

Estimation Period:
Oct 24, 2006 to May 23, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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