EFG International AG AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.20% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2383 | 13.27 | |
| 0.1414 | 25.27 | |
| 0.8195 | 160.94 | |
| 0.6530 | 9.11 |
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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