Vertical Aerospace Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:107.61% (+16.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1179 | 0.74 | |
| 0.3635 | 3.68 | |
| -0.1179 | -0.70 | |
| 5.8408 | 0.11 | |
| 0.2164 | 0.13 | |
| 0.6742 | 0.24 |
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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