V-Lab: FBN Holdings Plc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

FBN Holdings Plc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:140.41% (-52.79%)

Analysis last updated: Thursday, May 9, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	30.6871	2.78
$α$	0.2180	46.50
$β$	0.9760	114.53
$ν$	3	44.21

Estimation Period:
Sep 8, 2009 to May 3, 2024