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Ashtead Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.82% (-0.05%)
Analysis last updated: Saturday, February 21, 2026 at 11:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ashtead Group PLC SGARCH
paramt-stat
ω0.48795.56
α0.09086.73
β0.825030.92
γ1-0.1910-2.57
γ20.36633.30
γ3-0.2254-3.08
γ4-0.0501-0.74
γ50.21463.90
γ6-0.2139-5.05
γ70.14853.46
γ8-0.0619-1.40
γ90.04951.01
γ10-0.0892-1.31
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts