Anglo American PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.76% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8489 | 6.80 | |
| 0.0488 | 24.74 | |
| 0.9875 | 485.49 | |
| 8.1066 | 2.75 |
Estimation Period:
Jul 2, 2007 to Feb 6, 2026
Jul 2, 2007 to Feb 6, 2026
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