V-Lab: Amarin Corp PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Amarin Corp PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:104.98% (+11.16%)

Analysis last updated: Thursday, May 2, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0407	6.85
$α$	0.1891	6.45
$β$	0.6826	17.55
$γ_{1}$	0.1864	4.84
$γ_{2}$	-0.2707	-3.92
$γ_{3}$	0.0564	0.92
$γ_{4}$	0.1035	1.98
$γ_{5}$	-0.1668	-2.70
$γ_{6}$	0.1566	2.10
$γ_{7}$	-0.0716	-0.87
$γ_{8}$	-0.0031	-0.05

Estimation Period:
Apr 1, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts