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

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V-Lab

Amarin Corp PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:87.95% (-11.42%)

Analysis last updated: Tuesday, May 14, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2269	17.86
$β$	0.6517	56.39
$γ$	-0.0512	-2.70
$λ_{1}$	0.0853	1.54
$λ_{2}$	0.0071	4.57
$λ_{3}$	0.9908	361.22

Estimation Period:
Apr 1, 1993 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts