V-Lab
Anglo American PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:36.19% (-1.79%)
Analysis last updated: Saturday, April 20, 2024 at 09:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2016 | 25.51 | |
| 0.0629 | 15.89 | |
| 0.8722 | 303.60 | |
| 0.0795 | 10.23 |
Estimation Period:
Jan 2, 1991 to Apr 19, 2024
Jan 2, 1991 to Apr 19, 2024
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