EFG International AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.69% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9239 | 9.08 | |
| 0.1249 | 5.86 | |
| 0.8133 | 28.52 | |
| -0.0139 | -3.15 | |
| 0.0197 | 3.48 |
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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