QinetiQ Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.40% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3308 | 10.91 | |
| 0.0759 | 10.38 | |
| 0.8203 | 67.93 | |
| 0.0033 | 0.25 |
Estimation Period:
Feb 9, 2006 to Feb 6, 2026
Feb 9, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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