Ibstock PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.02% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5848 | 2.53 | |
| 0.0796 | 3.68 | |
| 0.7697 | 10.50 | |
| -3.7449 | -2.09 | |
| 6.1151 | 2.30 | |
| -4.0336 | -2.50 | |
| 3.4257 | 2.94 | |
| -3.6063 | -4.89 | |
| 3.1609 | 4.82 | |
| -2.2612 | -3.06 | |
| 1.5556 | 1.97 | |
| -0.4075 | -0.38 | |
| -1.4025 | -0.66 |
Estimation Period:
Oct 21, 2015 to Jan 30, 2026
Oct 21, 2015 to Jan 30, 2026
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