EFG International AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.99% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1196 | 6.70 | |
| 0.0515 | 12.37 | |
| 0.9261 | 268.90 | |
| 1.0416 | 7.61 |
Estimation Period:
Oct 7, 2005 to Feb 6, 2026
Oct 7, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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