Anglo American PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.13% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0727 | 10.11 | |
| 0.0608 | 50.74 | |
| 0.9867 | 663.53 | |
| 5.2603 | 13.98 |
Estimation Period:
Jan 2, 1991 to Feb 20, 2026
Jan 2, 1991 to Feb 20, 2026
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