Allegro Eu Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.83% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.9879 | 743.34 | |
| 0.0242 | 7.99 | |
| 1.0595 | 0.73 | |
| 0.0000 | 0.00 | |
| 0.9695 | 21.28 |
Estimation Period:
Oct 12, 2020 to Feb 6, 2026
Oct 12, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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