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FBD Holdings plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.21% (-0.17%)
Analysis last updated: Saturday, February 7, 2026 at 11:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FBD Holdings plc S0GARCH
paramt-stat
ω0.55833.59
α0.07535.15
β0.866333.97
γ1-0.1004-1.64
γ20.22662.61
γ3-0.2640-4.42
γ40.26565.33
γ5-0.2485-4.52
γ60.19743.23
γ7-0.1037-1.98
γ80.01650.33
γ90.02320.69
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts