Ibstock PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.74% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2075 | 8.00 | |
| 0.0170 | 3.12 | |
| 0.8904 | 133.57 | |
| 0.0887 | 5.91 |
Estimation Period:
Oct 21, 2015 to Jan 30, 2026
Oct 21, 2015 to Jan 30, 2026
News Impact Curve
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