V-Lab: Cirrus Aircraft Limited MF2-GARCH Volatility Analysis

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Cirrus Aircraft Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:52.45% (-0.02%)

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

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.2430	1.76
$β$	0.0000	0.02
$γ$	-0.2430	-1.77
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.2466	2.52
$λ_{3}$	0.6109	3.61

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts