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

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V-Lab

Akari Therapeutics PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:91.72% (-7.97%)

Analysis last updated: Tuesday, May 14, 2024 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1239	1.77
$α$	0.1138	3.03
$β$	0.6574	5.35
$γ_{1}$	2.3405	1.27
$γ_{2}$	-4.5213	-1.90
$γ_{3}$	3.9151	3.04
$γ_{4}$	-3.1560	-2.44
$γ_{5}$	2.7445	1.91
$γ_{6}$	-2.6078	-2.23
$γ_{7}$	1.6524	1.35
$γ_{8}$	0.6672	0.69
$γ_{9}$	-1.9879	-2.58
$γ_{10}$	1.1586	1.88

Estimation Period:
May 14, 2013 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts