Michelmersh Brick Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.10% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2962 | 3.57 | |
| 0.1833 | 6.21 | |
| 0.4188 | 5.40 | |
| -1.1780 | -4.56 | |
| 1.4402 | 4.05 | |
| -0.4505 | -2.05 | |
| 0.4955 | 2.27 | |
| -0.7046 | -3.18 | |
| 0.7686 | 3.44 | |
| -0.5729 | -3.18 | |
| 0.2258 | 1.39 | |
| 0.0146 | 0.11 |
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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