ADC Therapeutics SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:70.44% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1348 | 10.97 | |
| 0.7662 | 25.19 | |
| -0.0486 | -1.86 | |
| 7.3169 | 0.07 | |
| 0.6567 | 0.07 | |
| 0.1602 | 0.01 |
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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