V-Lab
Anglo American PLC GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:38.10% (-2.07%)
Analysis last updated: Saturday, April 20, 2024 at 09:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2003 | 25.69 | |
| 0.1071 | 38.07 | |
| 0.8680 | 305.95 |
Estimation Period:
Jan 2, 1991 to Apr 19, 2024
Jan 2, 1991 to Apr 19, 2024
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