EFU General Insurance Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.30% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1213 | 6.63 | |
| 0.1872 | 10.45 | |
| 0.6542 | 17.02 | |
| 0.0132 | 4.10 | |
| -0.0138 | -3.60 |
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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