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

V-Lab

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V-Lab

Adaptimmune Therapeutics Plc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:125.32% (-1.08%)

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
$ω$	0.7967	6.12
$α$	0.0634	2.28
$β$	0.6597	4.63
$γ_{1}$	-1.1036	-2.53
$γ_{2}$	1.7020	2.63
$γ_{3}$	-0.4418	-1.02
$γ_{4}$	-0.0586	-0.11
$γ_{5}$	-1.2267	-1.44
$γ_{6}$	2.4960	2.62
$γ_{7}$	-2.5801	-3.53
$γ_{8}$	3.1957	5.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts