Grafton Group PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.98% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3897 | 13.21 | |
| 0.1338 | 29.59 | |
| 0.7776 | 97.00 | |
| 0.7081 | 11.94 |
Estimation Period:
Nov 16, 1999 to Feb 13, 2026
Nov 16, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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