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V-Lab

Chemring Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.27% (-2.52%)
Analysis last updated: Thursday, February 12, 2026 at 12:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chemring Group PLC S0GARCH
paramt-stat
ω0.87893.92
α0.16656.23
β0.651012.50
γ10.07870.99
γ2-0.0223-0.20
γ3-0.1837-2.91
γ40.22312.97
γ5-0.1325-1.92
γ60.07121.45
γ7-0.0973-1.98
γ80.11201.93
γ9-0.0805-1.28
γ100.04530.90
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts