Allegro EU SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.06% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 2.97 | |
| 0.0976 | 2.62 | |
| 0.9373 | 124.07 | |
| -0.0697 | -1.79 |
Estimation Period:
Oct 13, 2020 to Feb 6, 2026
Oct 13, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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