EFC 1 Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.63% (+12.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0211 | 10,211,280.00 | |
| 0.2649 | 2,648,570.00 | |
| 0.6797 | 6,797,070.00 | |
| 3.7658 | 37,658,290.00 | |
| -13.1025 | -131,025,100.00 | |
| 18.2022 | 182,021,800.00 | |
| -0.0649 | -648,700.00 | |
| -250.4404 | -2,504,404,000.00 | |
| 807.0280 | 8,070,280,000.00 | |
| -1,053.5490 | -10,535,490,000.00 | |
| 668.1170 | 6,681,170,000.00 | |
| -225.1253 | -2,251,253,000.00 |
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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