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

V-Lab

Amarin Corp PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:58.32% (-0.89%)

Analysis last updated: Friday, August 22, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.2151	18.13
$β$	0.6595	59.75
$γ$	-0.0355	-1.98
$λ_{1}$	0.0829	1.59
$λ_{2}$	0.0066	4.66
$λ_{3}$	0.9912	386.90

Estimation Period:
Apr 1, 1993 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts