Glencore PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.59% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 8.88 | |
| 0.1405 | 27.23 | |
| 0.9815 | 617.70 | |
| -0.0496 | -8.19 |
Estimation Period:
May 18, 2011 to Feb 13, 2026
May 18, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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