Anglo American PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.48% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0535 | 17.30 | |
| 0.8485 | 217.33 | |
| 0.0847 | 22.73 | |
| 2.0347 | 0.46 | |
| 0.7071 | 0.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1991 to Jan 30, 2026
Jan 2, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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