Ibstock PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.50% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2069 | 8.00 | |
| 0.0169 | 3.12 | |
| 0.8906 | 133.84 | |
| 0.0883 | 5.89 |
Estimation Period:
Oct 21, 2015 to Feb 20, 2026
Oct 21, 2015 to Feb 20, 2026
News Impact Curve
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