Alcoa Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:55.19% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 11.65 | |
| 0.0249 | 16.06 | |
| 0.9592 | 793.35 | |
| 0.0255 | 8.42 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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