ADC Therapeutics SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:76.88% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2668 | 6.36 | |
| 0.2198 | 13.04 | |
| 0.9275 | 74.75 | |
| 0.0468 | 2.81 |
Estimation Period:
May 15, 2020 to Feb 6, 2026
May 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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