EFG International MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.83% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0000 | 0.01 | |
| 0.9679 | 688.92 | |
| 0.0510 | 24.62 | |
| 9.1007 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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