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

V-Lab

Amarin Corp PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:63.32% (-1.09%)

Analysis last updated: Tuesday, May 20, 2025 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.2189	17.94
$β$	0.6579	58.56
$γ$	-0.0448	-2.45
$λ_{1}$	0.0882	1.57
$λ_{2}$	0.0069	4.56
$λ_{3}$	0.9908	358.34

Estimation Period:
Apr 1, 1993 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts