V-Lab: Glencore PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Glencore PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:34.58% (-1.37%)

Analysis last updated: Friday, April 19, 2024 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8232	5.84
$α$	0.0876	5.84
$β$	0.8893	55.51
$γ_{1}$	-0.0019	-0.95

Estimation Period:
May 18, 2011 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts