EFG International Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.57% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0827 | 7.33 | |
| 0.1227 | 2.95 | |
| 0.5066 | 4.61 | |
| 1.0787 | 3.50 | |
| -1.2123 | -2.60 | |
| -0.6420 | -2.06 | |
| 1.7284 | 5.33 | |
| -1.8891 | -4.80 | |
| 1.6664 | 4.11 | |
| -0.7650 | -2.01 | |
| -0.5781 | -1.33 | |
| 1.6283 | 2.58 | |
| -2.8705 | -2.70 |
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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