FBD Holdings plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.21% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5583 | 3.59 | |
| 0.0753 | 5.15 | |
| 0.8663 | 33.97 | |
| -0.1004 | -1.64 | |
| 0.2266 | 2.61 | |
| -0.2640 | -4.42 | |
| 0.2656 | 5.33 | |
| -0.2485 | -4.52 | |
| 0.1974 | 3.23 | |
| -0.1037 | -1.98 | |
| 0.0165 | 0.33 | |
| 0.0232 | 0.69 |
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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