MoonLake Immunotherapeutics EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.64% (-5.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2219 | 10.63 | |
| 0.6655 | 18.03 | |
| 0.9439 | 191.30 | |
| 0.0397 | 2.84 |
Estimation Period:
Oct 20, 2020 to Feb 6, 2026
Oct 20, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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