V-Lab
FBN Holdings Plc EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:73.61% (-20.06%)
Analysis last updated: Thursday, May 9, 2024 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2815 | 23.84 | |
| 0.3850 | 38.09 | |
| 0.8714 | 149.07 | |
| 0.0203 | 2.41 |
Estimation Period:
Sep 8, 2009 to May 3, 2024
Sep 8, 2009 to May 3, 2024
News Impact Curve
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