Alumil Aluminium Ind Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.31% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1070 | 21.37 | |
| 0.6281 | 51.13 | |
| 0.1069 | 11.50 | |
| 0.0158 | 1.09 | |
| 0.0125 | 2.30 | |
| 0.9862 | 147.72 |
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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