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Alumindo Light Metal Ind 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 SGARCH
paramt-stat
ω4.23402.33
α0.312338.62
β0.686976.65
γ1-0.4467-2.02
γ20.37141.09
γ30.24401.19
γ4-0.3017-2.13
γ50.17691.32
γ6-0.0210-0.12
γ70.10530.51
γ8-0.3956-2.00
γ90.58442.16
γ10-13.0214-25.39
Estimation Period:
Jan 10, 1997 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts