Alcoa Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.79% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 11.02 | |
| 0.0911 | 34.27 | |
| 0.9944 | 2,339.82 | |
| -0.0266 | -11.50 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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