Glencore PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.18% (+16.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1223 | 12.88 | |
| 0.0376 | 9.97 | |
| 0.9098 | 293.31 | |
| 0.0611 | 6.84 |
Estimation Period:
May 18, 2011 to Jan 30, 2026
May 18, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities