Grafton Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.92% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4216 | 14.14 | |
| 0.0733 | 12.01 | |
| 0.7911 | 109.11 | |
| 0.1091 | 8.23 |
Estimation Period:
Nov 16, 1999 to Feb 13, 2026
Nov 16, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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