Alcoa Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
57.80%
decreased by 0.92%
1 Week
57.73%
decreased by 0.99%
1 Month
57.47%
decreased by 1.25%
Analysis last updated: Tuesday, June 9, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 11.55 | |
| 0.0250 | 16.23 | |
| 0.9595 | 803.59 | |
| 0.0250 | 8.30 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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