V-Lab: Avadel Pharmaceuticals PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Avadel Pharmaceuticals PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:78.37% (-3.67%)

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
$ω$	1.2650	6.11
$α$	0.1484	5.17
$β$	0.6146	10.26
$γ_{1}$	-0.0431	-0.60
$γ_{2}$	-0.0062	-0.06
$γ_{3}$	0.0386	0.52
$γ_{4}$	0.1259	1.85
$γ_{5}$	-0.2452	-3.20
$γ_{6}$	0.3122	2.92
$γ_{7}$	-0.3871	-2.91
$γ_{8}$	0.4228	3.86
$γ_{9}$	-0.3910	-6.31
$γ_{10}$	0.2255	4.73

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

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