EFU General Insurance Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.25% (+2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2136 | 47.30 | |
| 0.5789 | 51.98 | |
| -0.0385 | -5.51 | |
| 0.0161 | 1.38 | |
| 0.0133 | 3.85 | |
| 0.9840 | 189.26 |
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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