Alvotech SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.50% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1017 | 5.64 | |
| 0.1978 | 12.52 | |
| 0.9680 | 137.28 | |
| -0.0486 | -3.49 |
Estimation Period:
Sep 17, 2020 to Feb 13, 2026
Sep 17, 2020 to Feb 13, 2026
News Impact Curve
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