Anglo American PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.23% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1433 | 14.57 | |
| 0.0601 | 29.52 | |
| 0.9188 | 393.98 | |
| 0.8214 | 12.81 |
Estimation Period:
Jul 2, 2007 to Feb 6, 2026
Jul 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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