Alcoa Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:56.08% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 11.00 | |
| 0.0909 | 34.32 | |
| 0.9944 | 2,339.81 | |
| -0.0267 | -11.52 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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