Glencore PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.94% (+5.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1262 | 11.96 | |
| 0.0919 | 31.26 | |
| 0.8756 | 249.38 | |
| 0.8362 | 19.06 |
Estimation Period:
May 18, 2011 to Jan 30, 2026
May 18, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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