V-Lab
Anglo American PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:75.23% (-5.05%)
Analysis last updated: Friday, May 3, 2024 at 02:53 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1724 | 8.21 | |
| 0.1085 | 9.55 | |
| 0.8640 | 71.87 | |
| 0.0018 | 3.10 |
Estimation Period:
Jan 2, 1991 to Apr 26, 2024
Jan 2, 1991 to Apr 26, 2024
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