Vertical Aerospace Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:89.26% (+8.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 2.38 | |
| 0.0676 | 6.76 | |
| 0.9097 | 59.41 | |
| 0.0455 | 1.22 |
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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