Alkermes PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.50% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5605 | 6.43 | |
| 0.0757 | 5.63 | |
| 0.8415 | 31.19 | |
| -0.0128 | -0.35 | |
| 0.0543 | 0.98 | |
| -0.1214 | -2.90 | |
| 0.1665 | 4.37 | |
| -0.1481 | -4.14 | |
| 0.1134 | 3.02 | |
| -0.0773 | -1.31 | |
| 0.0079 | 0.12 | |
| 0.0555 | 0.81 |
Estimation Period:
Jul 17, 1991 to Feb 6, 2026
Jul 17, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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