Allos SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.35% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1271 | 8.42 | |
| 0.0213 | 5.26 | |
| 0.9013 | 170.43 | |
| 0.0983 | 7.41 |
Estimation Period:
Aug 6, 2019 to Feb 6, 2026
Aug 6, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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