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	param	t-stat
$ω$	1.5372	8.35
$α$	0.2035	3.62
$β$	0.4302	4.16
$γ_{1}$	0.0792	2.66

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Immunocore Holdings PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:43.51% (-3.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Immunocore Holdings PLC Analyses