V-Lab
Alumina Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:42.40% (-0.12%)
Analysis last updated: Saturday, April 20, 2024 at 08:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 19.59 | |
| 0.0575 | 31.41 | |
| 0.9316 | 476.01 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024