V-Lab
Alumina Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:38.58% (+0.15%)
Analysis last updated: Friday, May 3, 2024 at 05:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 16.00 | |
| 0.0588 | 33.10 | |
| 0.9296 | 495.25 | |
| 0.4188 | 11.66 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024