Grafton Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:26.06% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4231 | 14.10 | |
| 0.0728 | 11.94 | |
| 0.7912 | 109.07 | |
| 0.1103 | 8.31 |
Estimation Period:
Nov 16, 1999 to Dec 12, 2025
Nov 16, 1999 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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