Vertical Aerospace Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.86% (+16.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 4.64 | |
| 0.1092 | 5.58 | |
| 0.8908 | 58.50 |
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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