EFG International GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.45% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1014 | 12.46 | |
| 0.0420 | 11.82 | |
| 0.9460 | 263.80 |
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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