V-Lab
Ibstock PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:27.34% (-0.27%)
Analysis last updated: Wednesday, May 1, 2024 at 07:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1563 | 9.75 | |
| 0.0684 | 11.86 | |
| 0.8959 | 136.18 |
Estimation Period:
Oct 21, 2015 to Apr 26, 2024
Oct 21, 2015 to Apr 26, 2024