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V-Lab

Ibstock PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.11% (+0.84%)
Analysis last updated: Sunday, February 22, 2026 at 12:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibstock PLC SGARCH
paramt-stat
ω0.58952.60
α0.07983.66
β0.768710.33
γ1-3.6426-2.09
γ25.95332.30
γ3-3.9273-2.47
γ43.32752.82
γ5-3.5207-4.69
γ63.12044.88
γ7-2.2617-3.19
γ81.59782.08
γ9-0.4980-0.49
γ10-1.4247-0.65
Estimation Period:
Oct 21, 2015 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts