Grafton Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.46% (+4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6844 | 2.89 | |
| 0.1416 | 5.27 | |
| 0.6460 | 11.89 | |
| -0.0789 | -1.38 | |
| 0.1760 | 2.36 | |
| -0.1947 | -3.42 | |
| 0.1058 | 1.42 | |
| 0.0469 | 0.70 | |
| -0.1193 | -2.71 | |
| 0.0974 | 3.92 |
Estimation Period:
Nov 16, 1999 to Jan 30, 2026
Nov 16, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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