EFG International Asy. MEM Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:29.61% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1222 | 11.63 | |
| 0.0462 | 10.91 | |
| 0.9242 | 295.93 | |
| 0.0329 | 4.45 |
Estimation Period:
Oct 11, 2005 to Dec 12, 2025
Oct 11, 2005 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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