Grafton Group PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.84% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4875 | 13.17 | |
| 0.1427 | 29.00 | |
| 0.7615 | 88.69 |
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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