Allegro Eu Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.85% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.4385 | 9.68 | |
| 0.0342 | 28.86 | |
| 0.9990 | 4,668.22 | |
| 4.1188 | 21.42 |
Estimation Period:
Oct 12, 2020 to Feb 6, 2026
Oct 12, 2020 to Feb 6, 2026
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