V-Lab: Adaptimmune Therapeutics Plc MF2-GARCH Volatility Analysis

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V-Lab

Adaptimmune Therapeutics Plc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:231.34% (-1.35%)

Analysis last updated: Tuesday, November 11, 2025 at 02:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.0970	7.42
$β$	0.7829	22.22
$γ$	-0.0735	-5.69
$λ_{1}$	0.6172	0.30
$λ_{2}$	0.1306	0.83
$λ_{3}$	0.8694	4.33

Estimation Period:
May 6, 2015 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts