EFU Life Assurance EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.33% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1667 | 25.92 | |
| 0.2583 | 42.74 | |
| 0.9100 | 266.00 | |
| 0.0289 | 5.01 |
Estimation Period:
Aug 25, 2004 to Feb 6, 2026
Aug 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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