FWD Group Holdings Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.22% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6115 | 2.68 | |
| 0.1904 | 9.64 | |
| 0.9079 | 24.43 | |
| 3.1030 | 7.49 |
Estimation Period:
Jul 8, 2025 to Feb 13, 2026
Jul 8, 2025 to Feb 13, 2026
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