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Alumindo Light Metal Ind Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alumindo Light Metal Ind S0GARCH
paramt-stat
ω5.47653.14
α0.391387.31
β0.6079123.20
γ1-0.4389-2.42
γ20.37531.29
γ30.22281.21
γ4-0.2808-2.16
γ50.13871.09
γ60.06690.42
γ7-0.0876-0.45
γ80.13430.64
γ9-4.9793-18.36
γ109.492044.51
Estimation Period:
Jan 10, 1997 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts