EFG International AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.39% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0961 | 6.91 | |
| 0.1729 | 4.93 | |
| 0.6369 | 11.02 | |
| 0.6457 | 4.87 | |
| -1.1947 | -5.94 | |
| 0.8235 | 5.33 | |
| -0.4027 | -1.92 | |
| 0.2760 | 1.10 | |
| -0.3342 | -1.72 | |
| 0.3398 | 2.06 | |
| -0.2884 | -1.78 | |
| 0.3143 | 1.94 | |
| -0.4610 | -1.76 |
Estimation Period:
Oct 7, 2005 to Feb 6, 2026
Oct 7, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EFG International AG Analyses
Other Spline-GARCH Analyses on International Equities