Alcoa Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.28% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0251 | 14.20 | |
| 0.9164 | 184.76 | |
| 0.0413 | 11.83 | |
| 0.0140 | 4.87 | |
| 0.0270 | 4.47 | |
| 0.9713 | 153.37 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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