Glencore PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.48% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 8.88 | |
| 0.1407 | 27.09 | |
| 0.9815 | 616.92 | |
| -0.0495 | -8.16 |
Estimation Period:
May 18, 2011 to Feb 6, 2026
May 18, 2011 to Feb 6, 2026
News Impact Curve
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