Glencore Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.10% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0281 | 5.98 | |
| 0.7726 | 41.37 | |
| 0.1113 | 12.54 | |
| 0.0647 | 1.69 | |
| 0.0404 | 2.36 | |
| 0.9489 | 43.17 |
Estimation Period:
May 25, 2011 to Feb 6, 2026
May 25, 2011 to Feb 6, 2026
News Impact Curve
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