Grafton Group PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.09% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3919 | 13.23 | |
| 0.1342 | 29.61 | |
| 0.7770 | 96.70 | |
| 0.7042 | 11.89 |
Estimation Period:
Nov 16, 1999 to Feb 6, 2026
Nov 16, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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