Allegro Culture Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, June 4th, 2026
1 Day
105.07%
decreased by 10.16%
1 Week
107.17%
decreased by 8.06%
1 Month
115.17%
decreased by 0.06%
Analysis last updated: Thursday, June 4, 2026 at 06:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8821 | 8.58 | |
| 0.2205 | 8.70 | |
| 0.8147 | 96.99 | |
| -0.0705 | -1.39 |
Estimation Period:
Jul 23, 2007 to May 29, 2026
Jul 23, 2007 to May 29, 2026
Other Allegro Culture Ltd Analyses
Other GJR-GARCH Analyses on International Equities