Ashtead Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.83% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 10.63 | |
| 0.0153 | 10.96 | |
| 0.9624 | 722.49 | |
| 0.0417 | 12.44 |
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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