V-Lab
Alumina Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:38.72% (-0.66%)
Analysis last updated: Saturday, April 27, 2024 at 07:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7292 | 9.60 | |
| 0.0626 | 7.45 | |
| 0.9190 | 91.46 | |
| -0.0004 | -0.70 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024