Skip to main content
V-Lab

Ibstock PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.98% (+2.18%)
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 SGARCH
paramt-stat
ω0.58702.57
α0.07963.66
β0.768610.34
γ1-3.6905-2.09
γ26.02922.30
γ3-3.9784-2.49
γ43.37782.89
γ5-3.5682-4.80
γ63.14614.86
γ7-2.2628-3.13
γ81.56962.01
γ9-0.4292-0.41
γ10-1.5030-0.69
Estimation Period:
Oct 21, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts