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

V-Lab

Amarin Corp PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:59.80% (-0.82%)

Analysis last updated: Friday, July 25, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.2156	18.07
$β$	0.6580	59.01
$γ$	-0.0368	-2.04
$λ_{1}$	0.0848	1.58
$λ_{2}$	0.0067	4.60
$λ_{3}$	0.9911	376.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts