Glencore PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.29% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1209 | 13.00 | |
| 0.0388 | 10.15 | |
| 0.9107 | 296.83 | |
| 0.0581 | 6.48 |
Estimation Period:
May 18, 2011 to Feb 6, 2026
May 18, 2011 to Feb 6, 2026
News Impact Curve
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