Glencore PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.77% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7720 | 5.92 | |
| 0.0615 | 26.20 | |
| 0.9853 | 347.91 | |
| 6.3698 | 4.56 |
Estimation Period:
May 18, 2011 to Feb 13, 2026
May 18, 2011 to Feb 13, 2026
Other Glencore PLC Analyses
Other GAS-GARCH Student T Analyses on International Equities