Glencore Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.12% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1503 | 15.00 | |
| 0.0356 | 9.00 | |
| 0.9107 | 310.60 | |
| 0.0590 | 6.58 |
Estimation Period:
May 25, 2011 to Feb 6, 2026
May 25, 2011 to Feb 6, 2026
News Impact Curve
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