V-Lab: Adaptimmune Therapeutics Plc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Adaptimmune Therapeutics Plc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:79.66% (-2.06%)

Analysis last updated: Thursday, May 2, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8139	5.65
$α$	0.0579	2.53
$β$	0.7754	7.35
$γ_{1}$	-1.0949	-2.30
$γ_{2}$	1.6967	2.40
$γ_{3}$	-0.4196	-0.89
$γ_{4}$	-0.1314	-0.23
$γ_{5}$	-1.1064	-1.22
$γ_{6}$	2.2093	2.24
$γ_{7}$	-1.7414	-2.38
$γ_{8}$	0.7369	1.81

Estimation Period:
May 6, 2015 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts