Glencore PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.18% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1212 | 14.87 | |
| 0.0737 | 23.49 | |
| 0.9057 | 267.49 |
Estimation Period:
May 18, 2011 to Feb 6, 2026
May 18, 2011 to Feb 6, 2026
News Impact Curve
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