Alcoa Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:55.31% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0250 | 14.21 | |
| 0.9165 | 185.18 | |
| 0.0413 | 11.83 | |
| 0.0140 | 4.89 | |
| 0.0269 | 4.47 | |
| 0.9713 | 153.86 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equities