Vertical Aerospace Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:110.42% (+4.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7043 | 3.19 | |
| 0.0734 | 2.38 | |
| 0.5512 | 1.75 | |
| -2.6963 | -0.29 | |
| 0.9928 | 0.07 | |
| 2.5171 | 0.34 | |
| 3.3790 | 0.66 | |
| -12.8935 | -2.98 | |
| 19.2761 | 4.42 | |
| -18.4273 | -3.22 | |
| 9.8499 | 1.90 | |
| -1.4884 | -0.33 |
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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