Vertical Aerospace Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:133.93% (+27.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0863 | 2.91 | |
| 0.3060 | 1.62 | |
| 0.6939 | 3.67 | |
| -17.7602 | -4.33 | |
| 37.4971 | 5.67 | |
| -36.9717 | -7.29 | |
| 25.3676 | 5.20 | |
| -12.5646 | -2.83 | |
| 7.5954 | 2.15 | |
| -5.9174 | -1.58 | |
| 3.8794 | 1.47 |
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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