Grafton Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.30% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0708 | 10.22 | |
| 0.6878 | 65.06 | |
| 0.0862 | 7.04 | |
| 0.0439 | 1.39 | |
| 0.0289 | 2.02 | |
| 0.9620 | 47.02 |
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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