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V-Lab

FBD Holdings Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.35% (+4.42%)
Analysis last updated: Saturday, February 7, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FBD Holdings S0GARCH
paramt-stat
ω2.66993.53
α0.222225.37
β0.776878.85
γ1-0.4268-0.22
γ2-0.4858-0.18
γ33.01541.40
γ4-15.3756-6.14
γ536.82449.13
γ6-36.3848-6.77
γ714.33813.53
γ8-2.3506-1.17
γ91.39841.17
γ10-0.6962-0.87
Estimation Period:
Feb 28, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts