Ibstock PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.66% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0627 | 4.41 | |
| 0.1236 | 13.90 | |
| 0.9626 | 167.88 | |
| -0.0675 | -6.35 |
Estimation Period:
Oct 21, 2015 to Feb 20, 2026
Oct 21, 2015 to Feb 20, 2026
News Impact Curve
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