Ibstock PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.98% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5870 | 2.57 | |
| 0.0796 | 3.66 | |
| 0.7686 | 10.34 | |
| -3.6905 | -2.09 | |
| 6.0292 | 2.30 | |
| -3.9784 | -2.49 | |
| 3.3778 | 2.89 | |
| -3.5682 | -4.80 | |
| 3.1461 | 4.86 | |
| -2.2628 | -3.13 | |
| 1.5696 | 2.01 | |
| -0.4292 | -0.41 | |
| -1.5030 | -0.69 |
Estimation Period:
Oct 21, 2015 to Feb 6, 2026
Oct 21, 2015 to Feb 6, 2026
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