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

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African Rainbow Minerals Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:61.46% (+2.23%)

Analysis last updated: Saturday, November 22, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7984	5.75
$α$	0.0545	5.21
$β$	0.9095	48.63
$γ_{1}$	-0.1533	-1.71
$γ_{2}$	0.1560	1.22
$γ_{3}$	0.1935	2.43
$γ_{4}$	-0.4182	-5.02
$γ_{5}$	0.3592	4.39
$γ_{6}$	-0.2268	-3.19
$γ_{7}$	0.1224	2.33

Estimation Period:
Oct 24, 2006 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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