EFG International AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.77% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1621 | 13.52 | |
| 0.0543 | 13.49 | |
| 0.8834 | 229.28 | |
| 0.0810 | 9.01 |
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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