Anglo American Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.64% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4302 | 5.04 | |
| 0.0584 | 26.50 | |
| 0.9881 | 381.94 | |
| 5.2238 | 7.60 |
Estimation Period:
Dec 29, 1999 to Feb 13, 2026
Dec 29, 1999 to Feb 13, 2026
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