Immunocore Holdings PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:45.62% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7021 | 14.24 | |
| 0.1776 | 15.84 | |
| 0.6720 | 41.95 |
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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