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

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V-Lab

Amarin Corp PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:86.97% (-10.65%)

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
$ω$	1.0544	6.91
$α$	0.1906	6.49
$β$	0.6796	17.35
$γ_{1}$	0.1928	5.07
$γ_{2}$	-0.2814	-4.13
$γ_{3}$	0.0635	1.05
$γ_{4}$	0.0998	1.91
$γ_{5}$	-0.1657	-2.66
$γ_{6}$	0.1556	1.96
$γ_{7}$	-0.0655	-0.66
$γ_{8}$	-0.0285	-0.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts