Fgp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.40% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2536 | 5.11 | |
| 0.1415 | 12.07 | |
| 0.8171 | 48.32 | |
| -0.1110 | -2.66 | |
| 0.1135 | 1.79 | |
| 0.0141 | 0.30 | |
| -0.0027 | -0.06 | |
| -0.0937 | -1.78 | |
| 0.2722 | 4.64 | |
| -0.4154 | -4.23 |
Estimation Period:
Jun 11, 1997 to Feb 6, 2026
Jun 11, 1997 to Feb 6, 2026
News Impact Curve
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