Vertical Aerospace Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:93.51% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 16.16 | |
| 0.1208 | 17.28 | |
| 0.5017 | 21.29 | |
| -6.3542 | -13.86 |
Estimation Period:
Jan 10, 2022 to Feb 6, 2026
Jan 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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