FBD Holdings Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.35% (+4.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6699 | 3.53 | |
| 0.2222 | 25.37 | |
| 0.7768 | 78.85 | |
| -0.4268 | -0.22 | |
| -0.4858 | -0.18 | |
| 3.0154 | 1.40 | |
| -15.3756 | -6.14 | |
| 36.8244 | 9.13 | |
| -36.3848 | -6.77 | |
| 14.3381 | 3.53 | |
| -2.3506 | -1.17 | |
| 1.3984 | 1.17 | |
| -0.6962 | -0.87 |
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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