Grafton Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.35% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6852 | 2.90 | |
| 0.1419 | 5.28 | |
| 0.6440 | 11.78 | |
| -0.0778 | -1.36 | |
| 0.1742 | 2.35 | |
| -0.1943 | -3.44 | |
| 0.1071 | 1.45 | |
| 0.0449 | 0.67 | |
| -0.1183 | -2.69 | |
| 0.0974 | 3.93 |
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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