Anglo American PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.72% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2056 | 26.22 | |
| 0.0623 | 16.18 | |
| 0.8746 | 308.39 | |
| 0.0735 | 9.88 |
Estimation Period:
Jan 2, 1991 to Feb 13, 2026
Jan 2, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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