Glencore PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.60% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1259 | 12.17 | |
| 0.0906 | 31.30 | |
| 0.8779 | 255.95 | |
| 0.8138 | 18.40 |
Estimation Period:
May 18, 2011 to Feb 13, 2026
May 18, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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