Alcoa Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
66.49%
decreased by 2.34%
1 Week
66.31%
decreased by 2.52%
1 Month
65.60%
decreased by 3.23%
Analysis last updated: Friday, June 12, 2026 at 11:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5469 | 5.96 | |
| 0.0429 | 45.93 | |
| 0.9956 | 1,426.40 | |
| 5.9287 | 10.74 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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