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	param	t-stat
$ω$	0.7388	3.32
$α$	0.0433	6.89
$β$	0.9367	108.01
$γ_{1}$	0.0210	0.49
$γ_{2}$	0.0003	0.00
$γ_{3}$	-0.0739	-2.29
$γ_{4}$	0.1077	3.62
$γ_{5}$	-0.1105	-3.60
$γ_{6}$	0.1242	3.65
$γ_{7}$	-0.1162	-3.87
$γ_{8}$	0.0546	2.76

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Alcoa Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Alcoa Corp Analyses