Alvotech GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.76% (-14.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5741 | 13.41 | |
| 0.6632 | 6.68 | |
| 0.2420 | 6.20 | |
| -0.2052 | -1.86 |
Estimation Period:
Jun 23, 2022 to Feb 13, 2026
Jun 23, 2022 to Feb 13, 2026
News Impact Curve
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