Anglo American PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.99% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2055 | 26.21 | |
| 0.0623 | 16.18 | |
| 0.8747 | 308.64 | |
| 0.0735 | 9.90 |
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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