Ibstock PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.98% (+2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0627 | 4.42 | |
| 0.1236 | 13.90 | |
| 0.9627 | 168.21 | |
| -0.0674 | -6.34 |
Estimation Period:
Oct 21, 2015 to Feb 13, 2026
Oct 21, 2015 to Feb 13, 2026
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