Anglo American PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.08% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0653 | 17.65 | |
| 0.2084 | 25.11 | |
| 0.9701 | 631.59 | |
| -0.0567 | -10.56 |
Estimation Period:
Jan 2, 1991 to Jan 30, 2026
Jan 2, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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