V-Lab: Akari Therapeutics PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Akari Therapeutics PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:95.79% (-2.73%)

Analysis last updated: Thursday, June 19, 2025 at 02:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6488	1.35
$α$	0.0829	3.12
$β$	0.8229	13.48
$γ_{1}$	-0.6319	-0.60
$γ_{2}$	0.6376	0.45
$γ_{3}$	0.2383	0.48
$γ_{4}$	-0.8042	-1.70
$γ_{5}$	1.2660	2.27
$γ_{6}$	-1.0029	-2.29
$γ_{7}$	0.2916	1.03

Estimation Period:
May 14, 2013 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts