V-Lab: Alumina Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alumina Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:44.76% (-0.90%)

Analysis last updated: Thursday, April 18, 2024 at 07:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7136	10.91
$α$	0.0628	7.45
$β$	0.9185	91.05
$γ_{1}$	-0.0006	-3.78

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

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Volatility Forecasts

Volatility Forecasts