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Grafton Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.46% (+4.63%)
Analysis last updated: Saturday, February 7, 2026 at 12:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Grafton Group PLC S0GARCH
paramt-stat
ω0.68442.89
α0.14165.27
β0.646011.89
γ1-0.0789-1.38
γ20.17602.36
γ3-0.1947-3.42
γ40.10581.42
γ50.04690.70
γ6-0.1193-2.71
γ70.09743.92
Estimation Period:
Nov 16, 1999 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts