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V-Lab

EFG International Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.57% (-1.98%)
Analysis last updated: Saturday, February 7, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EFG International SGARCH
paramt-stat
ω1.08277.33
α0.12272.95
β0.50664.61
γ11.07873.50
γ2-1.2123-2.60
γ3-0.6420-2.06
γ41.72845.33
γ5-1.8891-4.80
γ61.66644.11
γ7-0.7650-2.01
γ8-0.5781-1.33
γ91.62832.58
γ10-2.8705-2.70
Estimation Period:
Oct 7, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts