EFU Life Assurance GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.02% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2359 | 8.27 | |
| 0.1373 | 17.93 | |
| 0.9623 | 154.44 | |
| 7.8948 | 4.73 |
Estimation Period:
Aug 25, 2004 to Feb 6, 2026
Aug 25, 2004 to Feb 6, 2026
Other EFU Life Assurance Analyses
Other GAS-GARCH Student T Analyses on International Equities