V-Lab: Ibstock PLC GJR-GARCH Volatility Analysis

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V-Lab

Ibstock PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:25.61% (-0.49%)

Analysis last updated: Thursday, April 18, 2024 at 06:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1354	10.82
$α$	0.0138	2.65
$β$	0.9122	185.87
$γ$	0.0853	8.10

Estimation Period:
Oct 21, 2015 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts