Alvotech SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:59.65% (+8.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3497 | 2.76 | |
| 0.1272 | 3.74 | |
| 0.7355 | 7.01 | |
| -9.5847 | -1.74 | |
| 12.4922 | 1.54 | |
| 12.1760 | 2.18 | |
| -29.4925 | -3.65 | |
| 15.6312 | 1.78 | |
| 0.2265 | 0.04 | |
| -4.9692 | -0.96 | |
| 9.2527 | 1.38 | |
| -7.1603 | -0.85 | |
| -2.6804 | -0.25 |
Estimation Period:
Sep 17, 2020 to Feb 13, 2026
Sep 17, 2020 to Feb 13, 2026
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