V-Lab: Ibstock PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Ibstock PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:28.96% (-0.27%)

Analysis last updated: Wednesday, May 15, 2024 at 08:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	4.4324	4.61
$α$	0.0847	15.56
$β$	0.9676	149.02
$ν$	4	5.94

Estimation Period:
Oct 21, 2015 to May 10, 2024