Michelmersh Brick Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.01% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 6.66 | |
| 0.0133 | 10.37 | |
| 0.9717 | 566.95 | |
| 0.0231 | 7.36 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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