V-Lab: Glencore PLC Asy. MEM Volatility Analysis

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V-Lab

Glencore PLC Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:30.21% (+0.48%)

Analysis last updated: Thursday, May 16, 2024 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0243	16.56
$α$	0.1026	17.71
$β$	0.8765	239.34
$γ$	0.0420	4.16

Estimation Period:
May 18, 2011 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts