EFG International AG GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.11% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1433 | 16.30 | |
| 0.0924 | 23.79 | |
| 0.8890 | 213.44 |
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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