Anglo American PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.16% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2043 | 26.16 | |
| 0.0621 | 16.08 | |
| 0.8749 | 308.38 | |
| 0.0737 | 9.91 |
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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