V-Lab: Ibstock PLC MF2-GARCH Volatility Analysis

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V-Lab

Ibstock PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:27.84% (+0.16%)

Analysis last updated: Wednesday, May 1, 2024 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0064	1.33
$β$	0.8526	143.17
$γ$	0.1352	17.70
$λ_{1}$	3.7217	0.04
$λ_{2}$	0.0186	0.03
$λ_{3}$	0.0000	0.00

Estimation Period:
Oct 21, 2015 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts