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

V-Lab

Adaptimmune Therapeutics Plc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:81.50% (-0.64%)

Analysis last updated: Friday, July 25, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6000	11.81
$α$	0.0306	6.46
$β$	0.9024	153.10
$γ$	0.0357	2.70

Estimation Period:
May 6, 2015 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts