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V-Lab

Chemring Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.92% (+3.29%)
Analysis last updated: Saturday, February 14, 2026 at 01:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chemring Group PLC SGARCH
paramt-stat
ω0.89913.98
α0.16856.27
β0.637511.79
γ10.08651.09
γ2-0.0293-0.27
γ3-0.1915-3.06
γ40.24103.24
γ5-0.1558-2.28
γ60.09561.98
γ7-0.1224-2.53
γ80.14442.43
γ9-0.1381-1.97
γ100.18622.37
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts