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

V-Lab

Adaptimmune Therapeutics Plc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:128.01% (-17.17%)

Analysis last updated: Friday, August 22, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	9.29
$α$	0.2847	5.02
$β$	0.7017	29.41
$γ$	-0.1721	-3.02

Estimation Period:
May 6, 2015 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts