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	param	t-stat
$ω$	1.4115	9.33
$α$	0.1986	3.58
$β$	0.4286	4.05
$γ_{1}$	0.0389	4.47

V-Lab

Immunocore Holdings PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:39.61% (-3.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Immunocore Holdings PLC Analyses