Alcoa Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
67.74%
decreased by 0.98%
1 Week
67.63%
decreased by 1.09%
1 Month
67.20%
decreased by 1.52%
Analysis last updated: Tuesday, June 16, 2026 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 11.53 | |
| 0.0251 | 16.26 | |
| 0.9594 | 803.54 | |
| 0.0250 | 8.30 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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