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 Monday, September 15th, 2025:52.04% (-1.20%)

Analysis last updated: Saturday, September 13, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8008	5.73
$α$	0.0545	5.23
$β$	0.9097	49.29
$γ_{1}$	-0.1511	-1.65
$γ_{2}$	0.1468	1.12
$γ_{3}$	0.2100	2.56
$γ_{4}$	-0.4316	-5.01
$γ_{5}$	0.3618	4.36
$γ_{6}$	-0.2249	-3.09
$γ_{7}$	0.1221	2.24

Estimation Period:
Oct 24, 2006 to Sep 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
GAS-GARCH Student T
MF2-GARCH