Allegro EU SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.04% (+3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1230 | 9.59 | |
| 0.2430 | 9.35 | |
| 0.9652 | 183.07 | |
| 0.1126 | 4.95 |
Estimation Period:
Oct 13, 2020 to Feb 6, 2026
Oct 13, 2020 to Feb 6, 2026
News Impact Curve
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