V-Lab
V-Lab
Ibstock PLC GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:26.53% (-0.11%)

Analysis last updated: Thursday, May 16, 2024 at 08:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ibstock PLC GARCH
paramt-stat
ω0.15509.76
α0.068111.83
β0.8964136.72
Estimation Period:
Oct 21, 2015 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts