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V-Lab

FBD Holdings Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.37% (+10.43%)
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 SGARCH
paramt-stat
ω2.60390.68
α0.353716.92
β0.642392.42
γ10.28870.06
γ2-21.3819-2.27
γ372.18875.64
γ4-109.3927-8.38
γ5106.722116.71
γ6-70.9317-15.40
γ725.20006.94
γ8-3.4880-1.89
γ90.87560.68
γ100.10420.07
Estimation Period:
Feb 28, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts