Nucana PLC -Ads GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:88.67% (-4.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9561 | 8.35 | |
| 0.2699 | 9.29 | |
| 0.7585 | 44.46 | |
| -0.1104 | -2.63 |
Estimation Period:
Sep 28, 2017 to Feb 13, 2026
Sep 28, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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