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

V-Lab

Amarin Corp PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:58.35% (-0.78%)

Analysis last updated: Friday, August 22, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0232	7.04
$α$	0.1881	6.61
$β$	0.6758	17.34
$γ_{1}$	0.1761	5.16
$γ_{2}$	-0.2676	-4.35
$γ_{3}$	0.0845	1.46
$γ_{4}$	0.0601	1.21
$γ_{5}$	-0.1338	-2.62
$γ_{6}$	0.1599	2.76
$γ_{7}$	-0.1164	-1.99
$γ_{8}$	0.0438	0.95

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts