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Michelmersh Brick Holdings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.35% (-1.65%)
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 SGARCH
paramt-stat
ω0.29273.54
α0.18186.20
β0.41955.39
γ1-1.1985-4.63
γ21.47404.14
γ3-0.4737-2.17
γ40.51202.35
γ5-0.7137-3.22
γ60.76703.43
γ7-0.5528-2.99
γ80.16800.88
γ90.18360.65
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts