Skip to main content
V-Lab

Michelmersh Brick Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.10% (-1.82%)
Analysis last updated: Sunday, February 8, 2026 at 03:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Michelmersh Brick Holdings PLC S0GARCH
paramt-stat
ω0.29623.57
α0.18336.21
β0.41885.40
γ1-1.1780-4.56
γ21.44024.05
γ3-0.4505-2.05
γ40.49552.27
γ5-0.7046-3.18
γ60.76863.44
γ7-0.5729-3.18
γ80.22581.39
γ90.01460.11
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts