Allied Group Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.88% (+18.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1350 | 16.88 | |
| 0.1235 | 26.72 | |
| 0.8597 | 198.28 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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