V-Lab: Akari Therapeutics PLC MF2-GARCH Volatility Analysis

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V-Lab

Akari Therapeutics PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:109.43% (+0.34%)

Analysis last updated: Thursday, May 9, 2024 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0000	0.00
$β$	0.9988	29.82
$γ$	0.0025	0.08
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.2367	0.01
$λ_{3}$	0.5375	0.01

Estimation Period:
May 14, 2013 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts