Vertical Aerospace Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:127.29% (+27.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9929 | 0.25 | |
| 0.2836 | 0.05 | |
| 0.7163 | 0.12 | |
| -30.3271 | -0.53 | |
| 55.1246 | 0.79 | |
| -37.2621 | -2.39 | |
| 7.8890 | 0.55 | |
| 13.3417 | 0.51 | |
| -17.2571 | -1.01 | |
| 15.7805 | 1.10 | |
| -12.3856 | -0.22 | |
| 5.9289 | 0.06 |
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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