Alvotech SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:97.91% (-4.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1807 | 10.85 | |
| 0.1165 | 70.03 | |
| 0.9978 | 4,797.07 | |
| 2.2047 | 1,426.08 |
Estimation Period:
Sep 17, 2020 to Feb 13, 2026
Sep 17, 2020 to Feb 13, 2026
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