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Ashtead Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.01% (-1.27%)
Analysis last updated: Saturday, February 21, 2026 at 12:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ashtead Group PLC SGARCH
paramt-stat
ω0.48715.55
α0.09036.72
β0.826131.05
γ1-0.1921-2.58
γ20.36773.30
γ3-0.2254-3.07
γ4-0.0510-0.75
γ50.21533.91
γ6-0.2137-5.02
γ70.14763.41
γ8-0.0607-1.37
γ90.04780.97
γ10-0.0830-1.23
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts