QinetiQ Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.88% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0136 | 7.02 | |
| 0.1081 | 3.25 | |
| 0.6133 | 5.55 | |
| 0.2750 | 1.88 | |
| -0.5272 | -2.34 | |
| 0.3019 | 1.89 | |
| 0.0373 | 0.21 | |
| -0.2169 | -0.97 | |
| 0.2562 | 1.17 | |
| -0.0294 | -0.17 | |
| -0.3896 | -2.47 | |
| 0.6548 | 3.97 | |
| -0.7710 | -2.96 |
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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