V-Lab
Alumina Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:37.07% (-0.41%)
Analysis last updated: Thursday, May 2, 2024 at 04:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 10.67 | |
| 0.1096 | 35.85 | |
| 0.9899 | 1384.48 | |
| -0.0285 | -8.74 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024