Allegro EU SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5668 | 45,668,100.00 | |
| 0.0703 | 702,850.00 | |
| 0.2072 | 2,071,640.00 | |
| -964.6806 | -9,646,806,000.00 | |
| 965.8664 | 9,658,664,000.00 | |
| 641.6117 | 6,416,117,000.00 | |
| 408.4543 | 4,084,543,000.00 | |
| -650.3163 | -6,503,163,000.00 | |
| -966.6639 | -9,666,639,000.00 | |
| -204.4101 | -2,044,101,000.00 | |
| 935.2309 | 9,352,309,000.00 | |
| -36.7284 | -367,283,700.00 | |
| -190.6579 | -1,906,579,000.00 |
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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