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

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V-Lab

Adaptimmune Therapeutics Plc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:392.36% (-0.10%)

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
$ω$	0.7014	5.67
$α$	0.0474	2.42
$β$	0.7321	5.79
$γ_{1}$	-0.8297	-2.10
$γ_{2}$	1.6659	2.60
$γ_{3}$	-0.9505	-1.42
$γ_{4}$	-0.7420	-0.90
$γ_{5}$	1.7450	2.29
$γ_{6}$	-1.3122	-2.37
$γ_{7}$	0.5339	1.02
$γ_{8}$	1.5485	1.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts