Glencore PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.32% (+6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7308 | 6.02 | |
| 0.0620 | 26.14 | |
| 0.9851 | 348.10 | |
| 6.4299 | 4.51 |
Estimation Period:
May 18, 2011 to Jan 30, 2026
May 18, 2011 to Jan 30, 2026
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