Alcoa Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:62.15% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4732 | 5.91 | |
| 0.0431 | 45.20 | |
| 0.9955 | 1,367.43 | |
| 5.9272 | 10.45 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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