Grafton Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:24.92% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0719 | 10.36 | |
| 0.6875 | 60.20 | |
| 0.0862 | 6.93 | |
| 0.0476 | 1.21 | |
| 0.0317 | 1.55 | |
| 0.9583 | 33.40 |
Estimation Period:
Nov 16, 1999 to Feb 20, 2026
Nov 16, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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