FBD Holdings plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.80% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 21.48 | |
| 0.1518 | 28.33 | |
| 0.9526 | 420.56 | |
| -0.0316 | -4.30 |
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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