Glencore PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.67% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7761 | 5.91 | |
| 0.0616 | 26.07 | |
| 0.9853 | 347.18 | |
| 6.3719 | 4.55 |
Estimation Period:
May 18, 2011 to Feb 6, 2026
May 18, 2011 to Feb 6, 2026
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