V-Lab
Anglo American PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:59.47% (-3.67%)
Analysis last updated: Saturday, May 4, 2024 at 04:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2063 | 25.84 | |
| 0.0665 | 16.00 | |
| 0.8695 | 298.80 | |
| 0.0780 | 9.80 |
Estimation Period:
Jan 2, 1991 to Apr 26, 2024
Jan 2, 1991 to Apr 26, 2024
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