Allcore Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.24% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8605 | 8.24 | |
| 0.0196 | 2.99 | |
| 0.7333 | 31.96 | |
| 0.1592 | 4.59 |
Estimation Period:
Nov 5, 2021 to Feb 6, 2026
Nov 5, 2021 to Feb 6, 2026
News Impact Curve
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