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 Monday, August 25th, 2025:152.46% (-6.93%)

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
$ω$	0.7584	5.66
$α$	0.0957	2.81
$β$	0.6220	5.99
$γ_{1}$	-0.9267	-2.18
$γ_{2}$	1.7715	2.48
$γ_{3}$	-0.8614	-1.14
$γ_{4}$	-0.9770	-1.11
$γ_{5}$	2.0232	2.61
$γ_{6}$	-1.7831	-3.10
$γ_{7}$	1.6611	2.64
$γ_{8}$	-1.4419	-2.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts