FBD Holdings AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.30% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0838 | 5.95 | |
| 0.0818 | 16.59 | |
| 0.9115 | 156.14 | |
| -0.1300 | -0.96 |
Estimation Period:
Feb 28, 2013 to Feb 6, 2026
Feb 28, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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