Vertical Aerospace Ltd MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:76.35% (-5.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 1.40 | |
| 0.2164 | 8.69 | |
| 0.7836 | 37.12 |
Estimation Period:
Sep 11, 2020 to Feb 13, 2026
Sep 11, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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