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, July 28th, 2025:104.95% (-2.37%)

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
$ω$	0.7875	5.93
$α$	0.0550	2.56
$β$	0.7487	6.87
$γ_{1}$	-0.9927	-2.35
$γ_{2}$	1.8594	2.59
$γ_{3}$	-0.8876	-1.16
$γ_{4}$	-0.9614	-1.11
$γ_{5}$	1.9458	2.67
$γ_{6}$	-1.5041	-3.03
$γ_{7}$	0.9622	2.11
$γ_{8}$	-0.6382	-1.50

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts