Immunocore Holdings PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.87% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.7998 | 8.26 | |
| 0.1225 | 9.04 | |
| 0.8896 | 70.31 | |
| 5.1497 | 2.96 |
Estimation Period:
Feb 5, 2021 to Feb 13, 2026
Feb 5, 2021 to Feb 13, 2026
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