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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7982	5.76***
α ARCH Response to squared shocks	0.0540	5.21***
β GARCH Volatility persistence	0.9116	49.51***

γ₁	-0.1574	-1.85*
γ₂	0.1832	1.50
γ₃	0.1350	1.80*
γ₄	-0.3616	-4.66***
γ₅	0.3343	4.17***
γ₆	-0.2239	-3.25***
γ₇	0.1241	2.46**

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African Rainbow Minerals Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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