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

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V-Lab

Adaptimmune Therapeutics Plc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:217.59% (-1.93%)

Analysis last updated: Friday, December 5, 2025 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7425	4.74
$α$	0.0629	3.55
$β$	0.8244	11.76
$γ_{1}$	-0.7943	-1.69
$γ_{2}$	1.6673	2.19
$γ_{3}$	-1.0061	-1.28
$γ_{4}$	-0.8156	-0.85
$γ_{5}$	2.0723	2.35
$γ_{6}$	-2.0482	-3.12
$γ_{7}$	2.1065	3.47
$γ_{8}$	-1.8973	-3.63

Estimation Period:
May 6, 2015 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts