V-Lab: Alcoa Corp Asy. MEM Volatility Analysis

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V-Lab

Alcoa Corp Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:61.22% (-2.55%)

Analysis last updated: Friday, April 19, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0735	23.72
$α$	0.0999	35.12
$β$	0.8649	436.62
$γ$	0.0488	10.06

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts