Alumil Aluminium Ind Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.98% (+3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 16.24 | |
| 0.1387 | 19.36 | |
| 0.9780 | 691.13 | |
| -0.0330 | -7.19 |
Estimation Period:
Jan 31, 2001 to Feb 13, 2026
Jan 31, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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