V-Lab: Adaptimmune Therapeutics Plc GAS-GARCH Student T Volatility Analysis

V-Lab

Adaptimmune Therapeutics Plc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:67.28% (-2.81%)

Analysis last updated: Wednesday, June 18, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	28.6027	3.81
$α$	0.0558	8.76
$β$	0.9664	110.19
$ν$	4.3685	3.08

Estimation Period:
May 6, 2015 to Jun 18, 2025