Alcoa Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.59% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7416 | 3.44 | |
| 0.0436 | 6.82 | |
| 0.9353 | 104.08 | |
| 0.0213 | 0.50 | |
| 0.0020 | 0.03 | |
| -0.0795 | -2.48 | |
| 0.1163 | 3.96 | |
| -0.1218 | -4.03 | |
| 0.1341 | 4.08 | |
| -0.1190 | -4.07 | |
| 0.0525 | 2.67 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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