EFU General Insurance Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.58% (+2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1231 | 4.99 | |
| 0.1944 | 10.62 | |
| 0.6170 | 14.76 | |
| 0.0239 | 1.40 | |
| -0.0264 | -1.14 | |
| 0.0248 | 1.90 | |
| -0.0578 | -3.49 |
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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