Allegro Eu Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.73% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 2.76 | |
| 0.0043 | 1.89 | |
| 0.9725 | 539.36 | |
| 0.0307 | 4.80 |
Estimation Period:
Oct 12, 2020 to Feb 13, 2026
Oct 12, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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