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, July 15th, 2025:52.85% (-0.96%)

Analysis last updated: Wednesday, July 16, 2025 at 01:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8040	5.69
$α$	0.0545	5.27
$β$	0.9106	50.47
$γ_{1}$	-0.1481	-1.58
$γ_{2}$	0.1369	1.02
$γ_{3}$	0.2254	2.64
$γ_{4}$	-0.4412	-4.92
$γ_{5}$	0.3571	4.20
$γ_{6}$	-0.2106	-2.79
$γ_{7}$	0.1089	1.91

Estimation Period:
Oct 24, 2006 to Jul 11, 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