V-Lab: Amarin Corp PLC MF2-GARCH Volatility Analysis

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V-Lab

Amarin Corp PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:99.49% (-14.29%)

Analysis last updated: Thursday, May 9, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2268	17.82
$β$	0.6511	56.19
$γ$	-0.0505	-2.66
$λ_{1}$	0.0851	1.54
$λ_{2}$	0.0071	4.57
$λ_{3}$	0.9908	361.49

Estimation Period:
Apr 1, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts