Skip to main content
V-Lab

EFG International AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.39% (-0.92%)
Analysis last updated: Sunday, February 8, 2026 at 04:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EFG International AG SGARCH
paramt-stat
ω1.09616.91
α0.17294.93
β0.636911.02
γ10.64574.87
γ2-1.1947-5.94
γ30.82355.33
γ4-0.4027-1.92
γ50.27601.10
γ6-0.3342-1.72
γ70.33982.06
γ8-0.2884-1.78
γ90.31431.94
γ10-0.4610-1.76
Estimation Period:
Oct 7, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts