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

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V-Lab

Adaptimmune Therapeutics Plc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:95.84% (-3.14%)

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
$ω$	26.3808	3.71
$α$	0.0415	12.35
$β$	0.9850	245.16
$ν$	5	3.56

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