Ibstock PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.78% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0629 | 4.43 | |
| 0.1239 | 13.91 | |
| 0.9626 | 167.64 | |
| -0.0675 | -6.34 |
Estimation Period:
Oct 21, 2015 to Feb 6, 2026
Oct 21, 2015 to Feb 6, 2026
News Impact Curve
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