Anglo American PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.39% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 17.71 | |
| 0.2085 | 25.20 | |
| 0.9700 | 630.30 | |
| -0.0564 | -10.51 |
Estimation Period:
Jan 2, 1991 to Feb 20, 2026
Jan 2, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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