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, July 28th, 2025:59.49% (-0.86%)

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
$ω$	1.0072	6.95
$α$	0.1882	6.60
$β$	0.6753	17.23
$γ_{1}$	0.1739	5.05
$γ_{2}$	-0.2640	-4.26
$γ_{3}$	0.0812	1.41
$γ_{4}$	0.0639	1.29
$γ_{5}$	-0.1363	-2.64
$γ_{6}$	0.1590	2.69
$γ_{7}$	-0.1111	-1.84
$γ_{8}$	0.0378	0.79

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

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Volatility Forecasts

Volatility Forecasts