V-Lab: Alumina Ltd Asy. MEM Volatility Analysis

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V-Lab

Alumina Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:41.39% (-2.78%)

Analysis last updated: Friday, April 19, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0926	28.49
$α$	0.1305	38.38
$β$	0.8386	350.01
$γ$	0.0279	4.62

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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