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	param	t-stat
$m$	66
$α$	0.2089	12.37
$β$	0.3201	6.82
$γ$	-0.0497	-3.04
$λ_{1}$	3.7355	0.07
$λ_{2}$	0.5518	0.07
$λ_{3}$	0.0000	0.00

V-Lab

Immunocore Holdings PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:43.99% (+5.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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