V-Lab: Akari Therapeutics PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Akari Therapeutics PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:131.23% (+9.98%)

Analysis last updated: Thursday, May 2, 2024 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1347	1.83
$α$	0.1086	2.95
$β$	0.6661	5.52
$γ_{1}$	2.4365	1.35
$γ_{2}$	-4.6883	-2.00
$γ_{3}$	4.0604	3.18
$γ_{4}$	-3.3229	-2.61
$γ_{5}$	2.9353	2.13
$γ_{6}$	-2.7593	-2.39
$γ_{7}$	1.6949	1.34
$γ_{8}$	0.7135	0.72
$γ_{9}$	-2.0807	-2.65
$γ_{10}$	1.2556	2.01

Estimation Period:
May 14, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts