Grafton Group PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.84% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4890 | 13.18 | |
| 0.1431 | 29.03 | |
| 0.7610 | 88.51 |
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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