Grafton Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.94% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6753 | 2.88 | |
| 0.1422 | 5.26 | |
| 0.6430 | 11.67 | |
| -0.0835 | -1.46 | |
| 0.1834 | 2.46 | |
| -0.2000 | -3.51 | |
| 0.1105 | 1.48 | |
| 0.0426 | 0.62 | |
| -0.1142 | -2.32 | |
| 0.0866 | 1.53 |
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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