Vertical Aerospace Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:107.54% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1664 | 2.99 | |
| 0.0629 | 4.47 | |
| 0.8825 | 28.15 | |
| -0.0629 | -4.62 |
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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