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 Wednesday, June 24th, 2026
1 Day
74.89%
decreased by 6.12%
1 Week
77.81%
decreased by 3.20%
1 Month
88.54%
increased by 7.53%
Analysis last updated: Wednesday, June 24, 2026 at 06:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8851 | 8.64 | |
| 0.2224 | 8.69 | |
| 0.8140 | 97.38 | |
| -0.0728 | -1.43 |
Estimation Period:
Jul 23, 2007 to Jun 18, 2026
Jul 23, 2007 to Jun 18, 2026
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