Glencore PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.93% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1211 | 14.88 | |
| 0.0736 | 23.52 | |
| 0.9059 | 267.92 |
Estimation Period:
May 18, 2011 to Feb 13, 2026
May 18, 2011 to Feb 13, 2026
News Impact Curve
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