Immunocore Holdings PLC MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:45.51% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2794 | 2.05 | |
| 0.1576 | 16.60 | |
| 0.8306 | 140.83 |
Estimation Period:
Feb 5, 2021 to Feb 13, 2026
Feb 5, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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