V-Lab: Cirrus Aircraft Limited GAS-GARCH Student T Volatility Analysis

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Cirrus Aircraft Limited GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:257.66% (-48.37%)

Analysis last updated: Saturday, October 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	675.4805	3.52
$α$	0.1725	40.56
$β$	0.9688	120.22
$ν$	2.0273	903.02

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