EFC 1 Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.90% (+2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1258 | 1.44 | |
| 0.7878 | 9.75 | |
| -0.0259 | -0.30 | |
| 0.0017 | 0.11 | |
| 0.0159 | 1.69 | |
| 0.9841 | 71.21 |
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Jan 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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