V-Lab
Alumina Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:39.96% (+0.42%)
Analysis last updated: Saturday, April 20, 2024 at 08:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 17.46 | |
| 0.0389 | 16.00 | |
| 0.9361 | 529.79 | |
| 0.0309 | 6.38 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024