Vertical Aerospace Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:94.62% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0383 | 5.10 | |
| 0.9236 | 186.99 | |
| 0.0751 | 4.10 | |
| 10.0000 | 1.56 | |
| 0.8920 | 1.20 | |
| 0.1080 | 0.15 |
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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