Allegro MicroSystems Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.03% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.5351 | 5.72 | |
| 0.0487 | 11.73 | |
| 0.9760 | 208.01 | |
| 6.8385 | 1.84 |
Estimation Period:
Oct 29, 2020 to Feb 13, 2026
Oct 29, 2020 to Feb 13, 2026
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