Anglo American PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:42.64% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0746 | 10.11 | |
| 0.0607 | 50.73 | |
| 0.9867 | 664.00 | |
| 5.2615 | 13.97 |
Estimation Period:
Jan 2, 1991 to Feb 27, 2026
Jan 2, 1991 to Feb 27, 2026
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