Alumindo Light Metal Ind Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2340 | 2.33 | |
| 0.3123 | 38.62 | |
| 0.6869 | 76.65 | |
| -0.4467 | -2.02 | |
| 0.3714 | 1.09 | |
| 0.2440 | 1.19 | |
| -0.3017 | -2.13 | |
| 0.1769 | 1.32 | |
| -0.0210 | -0.12 | |
| 0.1053 | 0.51 | |
| -0.3956 | -2.00 | |
| 0.5844 | 2.16 | |
| -13.0214 | -25.39 |
Estimation Period:
Jan 10, 1997 to May 30, 2025
Jan 10, 1997 to May 30, 2025
News Impact Curve
Volatility Forecasts
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