FBD Holdings plc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.65% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 13.96 | |
| 0.0657 | 25.32 | |
| 0.9259 | 362.68 | |
| 0.1873 | 2.98 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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