Alumindo Light Metal Ind GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:5.72% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.3281 | 14.81 | |
| 0.0777 | 255.45 | |
| 0.9990 | 9,891.09 | |
| 2.0000 | 2,000,006.00 |
Estimation Period:
Jan 10, 1997 to May 30, 2025
Jan 10, 1997 to May 30, 2025
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