Ibstock PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.86% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2070 | 8.00 | |
| 0.0170 | 3.14 | |
| 0.8906 | 133.90 | |
| 0.0882 | 5.89 |
Estimation Period:
Oct 21, 2015 to Feb 13, 2026
Oct 21, 2015 to Feb 13, 2026
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