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V-Lab

Ibstock PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.65% (+1.62%)
Analysis last updated: Sunday, February 8, 2026 at 04:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibstock PLC S0GARCH
paramt-stat
ω0.59772.64
α0.08093.65
β0.76389.99
γ1-3.5779-2.03
γ25.83872.23
γ3-3.8381-2.39
γ43.26902.78
γ5-3.4931-4.70
γ63.11904.86
γ7-2.3226-3.30
γ81.80522.59
γ9-1.0387-1.79
γ100.18100.38
Estimation Period:
Oct 21, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts