Grafton Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.29% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6831 | 2.89 | |
| 0.1419 | 5.27 | |
| 0.6444 | 11.78 | |
| -0.0790 | -1.38 | |
| 0.1763 | 2.36 | |
| -0.1951 | -3.43 | |
| 0.1065 | 1.43 | |
| 0.0460 | 0.69 | |
| -0.1178 | -2.68 | |
| 0.0957 | 3.86 |
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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