Ibstock PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.60% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2074 | 8.00 | |
| 0.0171 | 3.15 | |
| 0.8902 | 133.27 | |
| 0.0884 | 5.88 |
Estimation Period:
Oct 21, 2015 to Feb 6, 2026
Oct 21, 2015 to Feb 6, 2026
News Impact Curve
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