Anglo American PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.93% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1184 | 11.22 | |
| 0.0215 | 7.18 | |
| 0.9414 | 373.42 | |
| 0.0466 | 7.26 |
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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