V-Lab: Cirrus Aircraft Limited AGARCH Volatility Analysis

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Cirrus Aircraft Limited AGARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:56.81% (-8.03%)

Analysis last updated: Saturday, October 25, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5779	5.00
$α$	0.3994	13.11
$β$	0.7249	63.76
$γ$	0.3385	1.50

Estimation Period:
Jul 12, 2024 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts