V-Lab: Amarin Corp PLC Zero Slope Spline-GARCH Volatility Analysis

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Amarin Corp PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:58.51% (-2.59%)

Analysis last updated: Friday, December 5, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0205	7.01
$α$	0.1883	6.69
$β$	0.6765	17.68
$γ_{1}$	0.1723	5.17
$γ_{2}$	-0.2646	-4.40
$γ_{3}$	0.0899	1.57
$γ_{4}$	0.0498	1.01
$γ_{5}$	-0.1246	-2.54
$γ_{6}$	0.1589	2.90
$γ_{7}$	-0.1269	-2.40
$γ_{8}$	0.0569	1.38

Estimation Period:
Apr 1, 1993 to Dec 5, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts