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Grafton Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.35% (+0.93%)
Analysis last updated: Sunday, February 22, 2026 at 12:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Grafton Group PLC S0GARCH
paramt-stat
ω0.68522.90
α0.14195.28
β0.644011.78
γ1-0.0778-1.36
γ20.17422.35
γ3-0.1943-3.44
γ40.10711.45
γ50.04490.67
γ6-0.1183-2.69
γ70.09743.93
Estimation Period:
Nov 16, 1999 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts