Anglo American PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.87% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0657 | 17.73 | |
| 0.2089 | 25.17 | |
| 0.9700 | 629.45 | |
| -0.0563 | -10.48 |
Estimation Period:
Jan 2, 1991 to Feb 6, 2026
Jan 2, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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