Vertical Aerospace Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:104.73% (+9.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7050 | 3.20 | |
| 0.0732 | 2.37 | |
| 0.5506 | 1.74 | |
| -2.6690 | -0.29 | |
| 0.9432 | 0.07 | |
| 2.5724 | 0.34 | |
| 3.2956 | 0.64 | |
| -12.7821 | -2.96 | |
| 19.1657 | 4.40 | |
| -18.3675 | -3.23 | |
| 9.8913 | 1.96 | |
| -1.7154 | -0.58 |
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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