Anglo American Plc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.09% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 13.62 | |
| 0.0653 | 40.28 | |
| 0.9251 | 572.85 | |
| 0.5473 | 14.74 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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