FBD Holdings plc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.55% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 13.99 | |
| 0.0657 | 25.33 | |
| 0.9260 | 363.13 | |
| 0.1859 | 2.96 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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