Anglo American Plc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.22% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 15.95 | |
| 0.1394 | 36.77 | |
| 0.9853 | 1,210.44 | |
| -0.0334 | -9.52 |
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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