Allied Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.38% (+19.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7425 | 4.03 | |
| 0.1204 | 5.31 | |
| 0.7817 | 17.02 | |
| -0.9441 | -1.83 | |
| 0.5143 | 0.59 | |
| 1.1460 | 1.54 | |
| -0.8756 | -1.39 | |
| -0.3175 | -0.55 | |
| 1.5196 | 2.38 | |
| -1.9509 | -2.38 | |
| 0.9997 | 1.05 | |
| 0.3712 | 0.38 | |
| -0.7316 | -0.96 |
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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