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Ibstock PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.66% (+1.12%)
Analysis last updated: Friday, February 20, 2026 at 11:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibstock PLC S0GARCH
paramt-stat
ω0.59542.64
α0.08063.62
β0.76249.81
γ1-3.5848-2.04
γ25.84582.24
γ3-3.8387-2.39
γ43.27272.78
γ5-3.5002-4.72
γ63.12384.87
γ7-2.3222-3.31
γ81.80202.59
γ9-1.0381-1.83
γ100.18460.40
Estimation Period:
Oct 21, 2015 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts