V-Lab: Grafton Group PLC Zero Slope Spline-GARCH Volatility Analysis

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Grafton Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:21.35% (-0.34%)

Analysis last updated: Sunday, December 14, 2025 at 05:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6809	2.88
$α$	0.1411	5.22
$β$	0.6476	11.90
$γ_{1}$	-0.0815	-1.40
$γ_{2}$	0.1803	2.39
$γ_{3}$	-0.1962	-3.39
$γ_{4}$	0.1034	1.38
$γ_{5}$	0.0503	0.76
$γ_{6}$	-0.1192	-2.72
$γ_{7}$	0.0947	3.79

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts