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

V-Lab

Amarin Corp PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:66.38% (-2.61%)

Analysis last updated: Thursday, June 19, 2025 at 02:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9095	18.88
$α$	0.1392	13.13
$β$	0.8223	150.43
$γ$	-0.0152	-0.98

Estimation Period:
Apr 1, 1993 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts