Allegro EU SA GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.12% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 2.83 | |
| 0.0532 | 7.67 | |
| 0.9468 | 124.33 |
Estimation Period:
Oct 13, 2020 to Feb 6, 2026
Oct 13, 2020 to Feb 6, 2026
News Impact Curve
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