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

V-Lab

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V-Lab

Adaptimmune Therapeutics Plc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:118.59% (-0.87%)

Analysis last updated: Thursday, May 16, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8014	6.04
$α$	0.0621	2.28
$β$	0.6907	4.97
$γ_{1}$	-1.0958	-2.49
$γ_{2}$	1.6941	2.58
$γ_{3}$	-0.4319	-0.98
$γ_{4}$	-0.1011	-0.20
$γ_{5}$	-1.1531	-1.37
$γ_{6}$	2.4164	2.53
$γ_{7}$	-2.4746	-3.31
$γ_{8}$	2.9141	4.74

Estimation Period:
May 6, 2015 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts