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 Tuesday, November 11th, 2025:221.16% (-3.80%)

Analysis last updated: Tuesday, November 11, 2025 at 02:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7459	4.61
$α$	0.0618	3.53
$β$	0.8317	10.91
$γ_{1}$	-0.8064	-1.65
$γ_{2}$	1.6776	2.11
$γ_{3}$	-0.9743	-1.19
$γ_{4}$	-0.8893	-0.91
$γ_{5}$	2.1522	2.42
$γ_{6}$	-2.1212	-3.18
$γ_{7}$	2.1773	3.32
$γ_{8}$	-1.9394	-3.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts