EFG International GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.15% (+3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.2572 | 3.04 | |
| 0.0522 | 26.79 | |
| 0.9901 | 346.54 | |
| 3.6903 | 10.67 |
Estimation Period:
Oct 7, 2005 to Feb 6, 2026
Oct 7, 2005 to Feb 6, 2026
Other EFG International Analyses
Other GAS-GARCH Student T Analyses on International Equities