EFU Life Assurance AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.27% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3973 | 24.42 | |
| 0.1473 | 46.36 | |
| 0.7852 | 170.47 | |
| -0.3429 | -8.49 |
Estimation Period:
Aug 25, 2004 to Feb 6, 2026
Aug 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EFU Life Assurance Analyses
Other AGARCH Analyses on International Equities