Glencore Plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.25% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 12.83 | |
| 0.1374 | 27.95 | |
| 0.9799 | 722.61 | |
| -0.0472 | -8.47 |
Estimation Period:
May 25, 2011 to Feb 6, 2026
May 25, 2011 to Feb 6, 2026
News Impact Curve
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