EFU Life Assurance GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.18% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3967 | 21.42 | |
| 0.1447 | 41.69 | |
| 0.7913 | 149.47 |
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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