EFC 1 Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.24% (+4.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2500 | 2,500,010.00 | |
| 0.3009 | 3,008,720.00 | |
| 0.5952 | 5,951,730.00 | |
| -7.8182 | -78,181,970.00 | |
| 22.4149 | 224,149,000.00 | |
| -40.8598 | -408,598,200.00 | |
| 59.5138 | 595,137,700.00 | |
| -286.8628 | -2,868,628,000.00 | |
| 827.8276 | 8,278,276,000.00 | |
| -1,061.4750 | -10,614,750,000.00 | |
| 650.8279 | 6,508,279,000.00 | |
| -179.6643 | -1,796,643,000.00 |
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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