Immunocore Holdings PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.81% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0575 | 6.29 | |
| 0.1172 | 7.84 | |
| 0.9766 | 310.53 | |
| -0.0390 | -3.73 |
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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