Glencore PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.39% (-3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0141 | 3.68 | |
| 0.7848 | 49.33 | |
| 0.1139 | 15.59 | |
| 0.2033 | 1.02 | |
| 0.1401 | 1.19 | |
| 0.8226 | 5.36 |
Estimation Period:
May 18, 2011 to Feb 6, 2026
May 18, 2011 to Feb 6, 2026
News Impact Curve
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