V-Lab: Amarin Corp PLC GJR-GARCH Volatility Analysis

V-Lab

Amarin Corp PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:59.26% (-1.23%)

Analysis last updated: Friday, July 25, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0392	19.10
$α$	0.1425	13.19
$β$	0.8141	144.73
$γ$	-0.0124	-0.77

Estimation Period:
Apr 1, 1993 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts