FBD Holdings plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.01% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 16.84 | |
| 0.0521 | 14.97 | |
| 0.9262 | 379.59 | |
| 0.0270 | 4.05 |
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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