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, August 25th, 2025:48.15% (+3.25%)

Analysis last updated: Saturday, August 23, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8020	5.72
$α$	0.0546	5.24
$β$	0.9099	49.52
$γ_{1}$	-0.1501	-1.63
$γ_{2}$	0.1434	1.09
$γ_{3}$	0.2156	2.59
$γ_{4}$	-0.4358	-5.00
$γ_{5}$	0.3620	4.33
$γ_{6}$	-0.2236	-3.03
$γ_{7}$	0.1215	2.19

Estimation Period:
Oct 24, 2006 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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