V-Lab: Alumina Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alumina Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:42.19% (-1.42%)

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
$ω$	0.7297	9.60
$α$	0.0628	7.45
$β$	0.9187	91.07
$γ_{1}$	-0.0004	-0.70

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

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Volatility Forecasts

Volatility Forecasts