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Ashtead Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.73% (-2.38%)
Analysis last updated: Sunday, February 8, 2026 at 03:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ashtead Group PLC SGARCH
paramt-stat
ω0.48675.53
α0.09056.73
β0.826031.06
γ1-0.1918-2.57
γ20.36723.29
γ3-0.2249-3.06
γ4-0.0514-0.75
γ50.21553.90
γ6-0.2137-5.01
γ70.14743.40
γ8-0.0604-1.36
γ90.04720.96
γ10-0.0810-1.20
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts