Vertical Aerospace Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:121.71% (+22.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1007 | 8.46 | |
| 0.3986 | 16.28 | |
| 0.9874 | 436.54 | |
| -0.0119 | -0.73 |
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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