V-Lab
FBN Holdings Plc AGARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:78.63% (-13.67%)
Analysis last updated: Saturday, May 11, 2024 at 02:59 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6598 | 24.23 | |
| 0.2239 | 29.26 | |
| 0.7059 | 87.80 | |
| -0.0764 | -1.40 |
Estimation Period:
Sep 8, 2009 to May 3, 2024
Sep 8, 2009 to May 3, 2024
News Impact Curve
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