V-Lab
Anglo American PLC GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:40.18% (-2.12%)
Analysis last updated: Friday, April 19, 2024 at 08:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2004 | 25.69 | |
| 0.1072 | 38.07 | |
| 0.8679 | 305.82 |
Estimation Period:
Jan 2, 1991 to Apr 12, 2024
Jan 2, 1991 to Apr 12, 2024
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