Vertical Aerospace Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:114.82% (+22.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1092 | 10.28 | |
| 0.1308 | 53.19 | |
| 0.9966 | 2,693.48 | |
| 3.1681 | 149.86 |
Estimation Period:
Sep 11, 2020 to Feb 6, 2026
Sep 11, 2020 to Feb 6, 2026
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