Fgp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.75% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3000 | 5.05 | |
| 0.1419 | 12.34 | |
| 0.8211 | 50.67 | |
| -0.1052 | -2.45 | |
| 0.1039 | 1.59 | |
| 0.0229 | 0.47 | |
| -0.0182 | -0.37 | |
| -0.0586 | -1.02 | |
| 0.1869 | 3.27 | |
| -0.2028 | -5.52 |
Estimation Period:
Jun 11, 1997 to Feb 6, 2026
Jun 11, 1997 to Feb 6, 2026
News Impact Curve
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