Grafton Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.85% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4233 | 14.15 | |
| 0.0736 | 12.03 | |
| 0.7905 | 108.74 | |
| 0.1093 | 8.23 |
Estimation Period:
Nov 16, 1999 to Feb 6, 2026
Nov 16, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Grafton Group PLC Analyses
Other GJR-GARCH Analyses on International Equities