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

V-Lab

Adaptimmune Therapeutics Plc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:117.96% (-0.96%)

Analysis last updated: Tuesday, May 20, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2588	5.29
$α$	0.0088	4.49
$β$	0.9787	314.89
$γ$	0.0101	2.28

Estimation Period:
May 6, 2015 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts