Antofagasta PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.52% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 14.31 | |
| 0.0508 | 18.70 | |
| 0.9338 | 478.39 | |
| 0.0176 | 3.17 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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