Anglo American PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.43% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 6.90 | |
| 0.0996 | 22.09 | |
| 0.9896 | 940.68 | |
| -0.0468 | -10.67 |
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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