Chemring Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.98% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 8.72 | |
| 0.0082 | 7.96 | |
| 0.9779 | 1,076.94 | |
| 0.0252 | 9.05 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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