Glencore PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.41% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8754 | 5.30 | |
| 0.0759 | 5.79 | |
| 0.9022 | 63.35 | |
| 0.0010 | 0.18 |
Estimation Period:
May 18, 2011 to Feb 20, 2026
May 18, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Glencore PLC Analyses
Other Spline-GARCH Analyses on International Equities