Allegro MicroSystems Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.35% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0913 | 7.02 | |
| 0.1257 | 11.37 | |
| 0.9603 | 190.20 | |
| -0.0376 | -3.67 |
Estimation Period:
Oct 29, 2020 to Feb 6, 2026
Oct 29, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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