Glencore PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.20% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0141 | 3.68 | |
| 0.7821 | 48.84 | |
| 0.1146 | 15.65 | |
| 0.2004 | 1.02 | |
| 0.1373 | 1.21 | |
| 0.8256 | 5.56 |
Estimation Period:
May 18, 2011 to Feb 20, 2026
May 18, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities