V-Lab: Grafton Group PLC MF2-GARCH Volatility Analysis

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Grafton Group PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:23.47% (-0.47%)

Analysis last updated: Sunday, December 14, 2025 at 05:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0707	10.20
$β$	0.6897	60.89
$γ$	0.0877	7.04
$λ_{1}$	0.0487	1.21
$λ_{2}$	0.0316	1.54
$λ_{3}$	0.9583	33.31

Estimation Period:
Nov 16, 1999 to Dec 12, 2025

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