V-Lab: Amarin Corp PLC MF2-GARCH Volatility Analysis

V-Lab

Amarin Corp PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:64.22% (-4.41%)

Analysis last updated: Thursday, June 19, 2025 at 02:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.2176	17.97
$β$	0.6592	58.97
$γ$	-0.0431	-2.37
$λ_{1}$	0.0871	1.57
$λ_{2}$	0.0069	4.58
$λ_{3}$	0.9908	361.75

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts