Allane SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.52% (-5.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4336 | 12.61 | |
| 0.3001 | 18.16 | |
| 0.7269 | 31.75 | |
| -0.0545 | -2.63 |
Estimation Period:
May 7, 2015 to Feb 6, 2026
May 7, 2015 to Feb 6, 2026
News Impact Curve
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