ADC Therapeutics SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:68.50% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9224 | 8.09 | |
| 0.1164 | 9.16 | |
| 0.8467 | 68.24 | |
| -0.0311 | -1.46 |
Estimation Period:
May 15, 2020 to Feb 13, 2026
May 15, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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