V-Lab: FBN Holdings Plc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

FBN Holdings Plc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:81.18% (-12.35%)

Analysis last updated: Saturday, May 11, 2024 at 02:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1276	7.62
$α$	0.2136	7.04
$β$	0.7247	21.78
$γ_{1}$	0.0003	0.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts