FBD Holdings EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.02% (+4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1255 | 10.94 | |
| 0.1733 | 15.17 | |
| 0.9473 | 178.67 | |
| 0.0694 | 5.40 |
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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