Alvotech EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.64% (-16.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6401 | 13.14 | |
| 0.6974 | 19.17 | |
| 0.3449 | 6.96 | |
| 0.0746 | 2.86 |
Estimation Period:
Jun 23, 2022 to Feb 13, 2026
Jun 23, 2022 to Feb 13, 2026
News Impact Curve
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