Ashtead Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.73% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4867 | 5.53 | |
| 0.0905 | 6.73 | |
| 0.8260 | 31.06 | |
| -0.1918 | -2.57 | |
| 0.3672 | 3.29 | |
| -0.2249 | -3.06 | |
| -0.0514 | -0.75 | |
| 0.2155 | 3.90 | |
| -0.2137 | -5.01 | |
| 0.1474 | 3.40 | |
| -0.0604 | -1.36 | |
| 0.0472 | 0.96 | |
| -0.0810 | -1.20 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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