V-Lab
Glencore PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:28.05% (-0.40%)
Analysis last updated: Thursday, May 16, 2024 at 08:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1234 | 12.49 | |
| 0.0432 | 9.75 | |
| 0.9036 | 272.74 | |
| 0.0648 | 6.33 |
Estimation Period:
May 18, 2011 to May 10, 2024
May 18, 2011 to May 10, 2024