FBD Holdings Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.37% (+10.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6039 | 0.68 | |
| 0.3537 | 16.92 | |
| 0.6423 | 92.42 | |
| 0.2887 | 0.06 | |
| -21.3819 | -2.27 | |
| 72.1887 | 5.64 | |
| -109.3927 | -8.38 | |
| 106.7221 | 16.71 | |
| -70.9317 | -15.40 | |
| 25.2000 | 6.94 | |
| -3.4880 | -1.89 | |
| 0.8756 | 0.68 | |
| 0.1042 | 0.07 |
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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