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V-Lab

FBD Holdings plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.70% (-0.18%)
Analysis last updated: Saturday, February 7, 2026 at 11:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FBD Holdings plc SGARCH
paramt-stat
ω0.53383.58
α0.07995.20
β0.855631.84
γ1-0.1154-1.95
γ20.25223.00
γ3-0.2851-4.84
γ40.28605.86
γ5-0.2676-5.11
γ60.21723.75
γ7-0.1302-2.61
γ80.06281.25
γ9-0.0883-1.37
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts