Allied Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.36% (+10.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0813 | 17.80 | |
| 0.2035 | 20.31 | |
| 0.9648 | 350.18 | |
| -0.0127 | -1.59 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Allied Group Ltd Analyses
Other EGARCH Analyses on International Equities