MoonLake Immunotherapeutics Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:77.51% (-8.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6933 | 2.51 | |
| 0.4968 | 5.41 | |
| 0.5001 | 5.44 | |
| -10.2137 | -1.15 | |
| 14.1673 | 1.04 | |
| 6.6893 | 0.93 | |
| -25.9647 | -4.93 | |
| 23.9146 | 3.72 | |
| -15.5361 | -2.81 | |
| 12.8557 | 2.78 | |
| -10.4268 | -1.97 | |
| 9.5094 | 1.67 | |
| -7.7666 | -1.75 |
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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