EFU General Insurance Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.23% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1127 | 8.78 | |
| 0.0589 | 8.40 | |
| 0.9263 | 208.20 | |
| 0.0034 | 0.23 |
Estimation Period:
Jun 6, 1995 to Feb 6, 2026
Jun 6, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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