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

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Cirrus Aircraft Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:35.15% (-6.44%)

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

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8777	1.77
$α$	0.2567	1.74
$β$	0.0000	0.00
$γ_{1}$	-19.0562	-0.23
$γ_{2}$	-11.2888	-0.10
$γ_{3}$	50.4608	0.83
$γ_{4}$	91.1309	1.54
$γ_{5}$	-269.5649	-3.94
$γ_{6}$	236.7364	3.48
$γ_{7}$	-87.4098	-1.71
$γ_{8}$	-46.6800	-0.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts