Ashtead Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.27% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4871 | 5.55 | |
| 0.0903 | 6.72 | |
| 0.8261 | 31.05 | |
| -0.1921 | -2.58 | |
| 0.3677 | 3.30 | |
| -0.2254 | -3.07 | |
| -0.0510 | -0.75 | |
| 0.2153 | 3.91 | |
| -0.2137 | -5.02 | |
| 0.1476 | 3.41 | |
| -0.0607 | -1.37 | |
| 0.0478 | 0.97 | |
| -0.0830 | -1.23 |
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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