Fdc Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.19% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3024 | 6.41 | |
| 0.0834 | 5.28 | |
| 0.8104 | 19.40 | |
| -0.0713 | -0.50 | |
| 0.0554 | 0.25 | |
| 0.1056 | 0.74 | |
| -0.2671 | -2.48 | |
| 0.4204 | 3.74 | |
| -0.4535 | -3.84 | |
| 0.4014 | 3.71 | |
| -0.3415 | -3.90 | |
| 0.2053 | 2.86 | |
| -0.0541 | -1.03 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
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