Vertical Aerospace Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:107.86% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1904 | 2.86 | |
| 0.0377 | 5.44 | |
| 0.8989 | 32.12 |
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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