Immunocore Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.94% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7140 | 8.18 | |
| 0.0723 | 4.25 | |
| 0.8307 | 59.43 | |
| 0.0622 | 2.30 |
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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