V-Lab: Cirrus Aircraft Limited GARCH Volatility Analysis

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Cirrus Aircraft Limited GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:57.31% (-3.16%)

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

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5419	5.71
$α$	0.1489	7.50
$β$	0.8511	60.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts