MoonLake Immunotherapeutics Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:91.95% (+14.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7063 | 2.52 | |
| 0.5017 | 5.40 | |
| 0.4953 | 5.32 | |
| -10.3492 | -1.18 | |
| 14.2950 | 1.05 | |
| 6.8111 | 0.95 | |
| -26.3218 | -5.02 | |
| 24.4123 | 3.80 | |
| -15.8931 | -2.87 | |
| 12.8493 | 2.77 | |
| -9.8442 | -1.79 | |
| 7.7379 | 1.23 | |
| -3.2128 | -0.40 |
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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