Vertical Aerospace Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.72% (-7.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0091 | -2.69 | |
| 0.2924 | 13.90 | |
| 0.8260 | 96.00 | |
| -0.2113 | -5.92 |
Estimation Period:
Sep 11, 2020 to Feb 6, 2026
Sep 11, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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