Allied Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:74.54% (+12.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1413 | 16.20 | |
| 0.1186 | 12.60 | |
| 0.8555 | 187.77 | |
| 0.0182 | 1.03 |
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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