Alcoa Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:56.52% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7400 | 3.41 | |
| 0.0435 | 6.83 | |
| 0.9356 | 104.62 | |
| 0.0213 | 0.50 | |
| 0.0017 | 0.03 | |
| -0.0790 | -2.46 | |
| 0.1157 | 3.93 | |
| -0.1208 | -3.99 | |
| 0.1332 | 4.04 | |
| -0.1190 | -4.07 | |
| 0.0532 | 2.70 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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