Allergy Therapeutics PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:60.39% (-5.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9387 | 15.14 | |
| 0.1627 | 12.23 | |
| 0.7878 | 77.38 | |
| -0.0427 | -2.85 |
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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