Allegro Culture Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, June 4th, 2026
1 Day
103.85%
decreased by 34.08%
1 Week
204.45%
increased by 66.52%
1 Month
905.05%
increased by 767.12%
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 | |
|---|---|---|
| 21 | ||
| 0.5178 | 21.67 | |
| 0.1553 | 3.94 | |
| -0.5000 | -21.72 | |
| 6.0406 | 0.25 | |
| 1.0000 | 0.89 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 23, 2007 to May 29, 2026
Jul 23, 2007 to May 29, 2026
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