Alcoa Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.90% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7465 | 3.40 | |
| 0.0435 | 6.86 | |
| 0.9361 | 105.96 | |
| 0.0223 | 0.52 | |
| 0.0004 | 0.01 | |
| -0.0784 | -2.42 | |
| 0.1152 | 3.87 | |
| -0.1205 | -3.94 | |
| 0.1329 | 3.99 | |
| -0.1189 | -4.03 | |
| 0.0532 | 2.68 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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