Anglo American Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.81% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 17.93 | |
| 0.0401 | 21.15 | |
| 0.9348 | 565.17 | |
| 0.0360 | 7.99 |
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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