V-Lab: Alumina Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alumina Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:40.14% (-0.61%)

Analysis last updated: Thursday, May 2, 2024 at 04:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7135	10.91
$α$	0.0626	7.45
$β$	0.9188	91.46
$γ_{1}$	-0.0006	-3.79

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts