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Grafton Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.29% (-1.45%)
Analysis last updated: Sunday, February 8, 2026 at 04:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Grafton Group PLC S0GARCH
paramt-stat
ω0.68312.89
α0.14195.27
β0.644411.78
γ1-0.0790-1.38
γ20.17632.36
γ3-0.1951-3.43
γ40.10651.43
γ50.04600.69
γ6-0.1178-2.68
γ70.09573.86
Estimation Period:
Nov 16, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts