V-Lab: Avadel Pharmaceuticals PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Avadel Pharmaceuticals PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:60.25% (+3.48%)

Analysis last updated: Friday, May 10, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	43.2581	6.99
$α$	0.0547	81.47
$β$	0.9962	2115.15
$ν$	4	54.59

Estimation Period:
Jun 7, 1996 to May 10, 2024