Michelmersh Brick Holdings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.35% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2927 | 3.54 | |
| 0.1818 | 6.20 | |
| 0.4195 | 5.39 | |
| -1.1985 | -4.63 | |
| 1.4740 | 4.14 | |
| -0.4737 | -2.17 | |
| 0.5120 | 2.35 | |
| -0.7137 | -3.22 | |
| 0.7670 | 3.43 | |
| -0.5528 | -2.99 | |
| 0.1680 | 0.88 | |
| 0.1836 | 0.65 |
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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