Ibstock PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.11% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5895 | 2.60 | |
| 0.0798 | 3.66 | |
| 0.7687 | 10.33 | |
| -3.6426 | -2.09 | |
| 5.9533 | 2.30 | |
| -3.9273 | -2.47 | |
| 3.3275 | 2.82 | |
| -3.5207 | -4.69 | |
| 3.1204 | 4.88 | |
| -2.2617 | -3.19 | |
| 1.5978 | 2.08 | |
| -0.4980 | -0.49 | |
| -1.4247 | -0.65 |
Estimation Period:
Oct 21, 2015 to Feb 20, 2026
Oct 21, 2015 to Feb 20, 2026
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