Glencore Plc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.77% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1591 | 17.14 | |
| 0.0722 | 24.03 | |
| 0.9033 | 265.76 |
Estimation Period:
May 25, 2011 to Feb 6, 2026
May 25, 2011 to Feb 6, 2026
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