Alumil Aluminium Ind Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.47% (+5.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3342 | 19.45 | |
| 0.0573 | 15.45 | |
| 0.8875 | 250.50 | |
| 0.0573 | 7.49 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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