EFG International GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.05% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0654 | 4.41 | |
| 0.0000 | 0.00 | |
| 0.9650 | 543.95 | |
| 0.0547 | 9.59 |
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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