Alvotech SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:68.65% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3508 | 2.79 | |
| 0.1287 | 3.70 | |
| 0.7307 | 6.75 | |
| -9.5457 | -1.75 | |
| 12.5540 | 1.56 | |
| 11.8747 | 2.15 | |
| -29.1373 | -3.64 | |
| 15.3908 | 1.77 | |
| 0.3897 | 0.07 | |
| -5.2154 | -1.05 | |
| 9.9096 | 1.66 | |
| -8.9092 | -1.50 | |
| 2.2269 | 0.49 |
Estimation Period:
Sep 17, 2020 to Feb 13, 2026
Sep 17, 2020 to Feb 13, 2026
News Impact Curve
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