V-Lab: Adaptimmune Therapeutics Plc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Adaptimmune Therapeutics Plc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:97.20% (-1.26%)

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
$ω$	0.7836	5.89
$α$	0.0580	2.60
$β$	0.7347	6.70
$γ_{1}$	-1.0190	-2.34
$γ_{2}$	1.8804	2.53
$γ_{3}$	-0.8346	-1.06
$γ_{4}$	-1.0566	-1.21
$γ_{5}$	2.0000	2.82
$γ_{6}$	-1.5120	-3.16
$γ_{7}$	0.9949	2.12
$γ_{8}$	-0.6937	-1.54

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts