V-Lab: Cirrus Aircraft Limited Zero Slope Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Cirrus Aircraft Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:57.08% (-4.45%)

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

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8767	1.77
$α$	0.2489	1.69
$β$	0.0000	0.00
$γ_{1}$	-18.5796	-0.23
$γ_{2}$	-11.9855	-0.11
$γ_{3}$	50.4169	0.83
$γ_{4}$	93.0994	1.58
$γ_{5}$	-277.4977	-4.09
$γ_{6}$	260.3586	3.78
$γ_{7}$	-139.5934	-2.70
$γ_{8}$	57.1320	2.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts