Alvotech Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.14% (-18.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7858 | 4.38 | |
| 0.2847 | 3.12 | |
| 0.0000 | 0.00 | |
| -0.3915 | -0.06 | |
| -2.7319 | -0.24 | |
| -3.6888 | -0.30 | |
| 21.9492 | 1.92 | |
| -28.7343 | -2.86 | |
| 18.9723 | 2.05 | |
| 0.2051 | 0.03 | |
| -12.9843 | -1.72 | |
| 16.0610 | 1.67 | |
| -32.6827 | -1.46 |
Estimation Period:
Jun 23, 2022 to Feb 13, 2026
Jun 23, 2022 to Feb 13, 2026
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