EFG International AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.88% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1653 | 14.36 | |
| 0.3302 | 10.45 | |
| 0.0931 | 5.83 | |
| 0.4589 | 0.95 | |
| 0.3097 | 1.11 | |
| 0.6234 | 1.76 |
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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