FBD Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.64% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0906 | 6.27 | |
| 0.1061 | 10.71 | |
| 0.9093 | 154.30 | |
| -0.0492 | -3.55 |
Estimation Period:
Feb 28, 2013 to Feb 13, 2026
Feb 28, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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