Vertical Aerospace Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:122.52% (-3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.3566 | 3.13 | |
| 0.0726 | 4.92 | |
| 0.9023 | 29.89 | |
| 3.1421 | 2.82 |
Estimation Period:
Jan 10, 2022 to Feb 6, 2026
Jan 10, 2022 to Feb 6, 2026
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