Allegro Eu Sa EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.02% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 1.55 | |
| 0.0455 | 10.45 | |
| 0.9906 | 301.84 | |
| -0.0337 | -4.38 |
Estimation Period:
Oct 12, 2020 to Feb 6, 2026
Oct 12, 2020 to Feb 6, 2026
News Impact Curve
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