V-Lab: Akari Therapeutics PLC GJR-GARCH Volatility Analysis

V-Lab

Akari Therapeutics PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:87.11% (-0.68%)

Analysis last updated: Tuesday, May 20, 2025 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3550	6.68
$α$	0.0774	6.79
$β$	0.8865	69.65
$γ$	-0.0571	-5.23

Estimation Period:
May 14, 2013 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts