V-Lab
Glencore PLC MEM Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:30.60% (+0.07%)
Analysis last updated: Thursday, May 16, 2024 at 08:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 14.60 | |
| 0.1311 | 26.97 | |
| 0.8689 | 247.96 |
Estimation Period:
May 18, 2011 to May 10, 2024
May 18, 2011 to May 10, 2024