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V-Lab

Ibstock PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.02% (-0.59%)
Analysis last updated: Saturday, February 7, 2026 at 12:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ibstock PLC SGARCH
paramt-stat
ω0.58482.53
α0.07963.68
β0.769710.50
γ1-3.7449-2.09
γ26.11512.30
γ3-4.0336-2.50
γ43.42572.94
γ5-3.6063-4.89
γ63.16094.82
γ7-2.2612-3.06
γ81.55561.97
γ9-0.4075-0.38
γ10-1.4025-0.66
Estimation Period:
Oct 21, 2015 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts