Skip to main content
V-Lab

EFC 1 Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.63% (+12.05%)
Analysis last updated: Saturday, February 7, 2026 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EFC 1 Limited SGARCH
paramt-stat
ω1.021110,211,280.00
α0.26492,648,570.00
β0.67976,797,070.00
γ13.765837,658,290.00
γ2-13.1025-131,025,100.00
γ318.2022182,021,800.00
γ4-0.0649-648,700.00
γ5-250.4404-2,504,404,000.00
γ6807.02808,070,280,000.00
γ7-1,053.5490-10,535,490,000.00
γ8668.11706,681,170,000.00
γ9-225.1253-2,251,253,000.00
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts