V-Lab
Alcoa Corp GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:47.49% (+1.56%)
Analysis last updated: Thursday, May 2, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 14.84 | |
| 0.0392 | 29.61 | |
| 0.9573 | 699.78 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024