Grafton Group PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.60% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0599 | 7.05 | |
| 0.0682 | 9.47 | |
| 0.9659 | 223.69 | |
| -0.0598 | -9.74 |
Estimation Period:
Nov 16, 1999 to Jan 30, 2026
Nov 16, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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