FBD Holdings plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.70% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5338 | 3.58 | |
| 0.0799 | 5.20 | |
| 0.8556 | 31.84 | |
| -0.1154 | -1.95 | |
| 0.2522 | 3.00 | |
| -0.2851 | -4.84 | |
| 0.2860 | 5.86 | |
| -0.2676 | -5.11 | |
| 0.2172 | 3.75 | |
| -0.1302 | -2.61 | |
| 0.0628 | 1.25 | |
| -0.0883 | -1.37 |
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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