Allegro MicroSystems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.49% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4503 | 7.18 | |
| 0.0252 | 4.96 | |
| 0.9008 | 101.95 | |
| 0.0522 | 2.69 |
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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