Glencore PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.32% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8793 | 5.28 | |
| 0.0763 | 5.80 | |
| 0.9019 | 63.28 | |
| 0.0011 | 0.21 |
Estimation Period:
May 18, 2011 to Feb 6, 2026
May 18, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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