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 Monday, December 8th, 2025:233.82% (-0.21%)

Analysis last updated: Saturday, December 6, 2025 at 01:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0945	5.42
$β$	0.7381	20.62
$γ$	-0.0812	-4.76
$λ_{1}$	2.1213	0.36
$λ_{2}$	0.4695	1.31
$λ_{3}$	0.5305	0.96

Estimation Period:
May 6, 2015 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts