FBD Holdings plc GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.22% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 16.68 | |
| 0.0665 | 25.69 | |
| 0.9252 | 368.89 |
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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