Glencore PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.33% (-2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1260 | 12.18 | |
| 0.0907 | 31.23 | |
| 0.8778 | 255.48 | |
| 0.8111 | 18.36 |
Estimation Period:
May 18, 2011 to Feb 6, 2026
May 18, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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