Glencore PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.05% (+11.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8662 | 5.31 | |
| 0.0773 | 5.80 | |
| 0.9000 | 61.92 | |
| 0.0004 | 0.07 |
Estimation Period:
May 18, 2011 to Jan 30, 2026
May 18, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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