EFU Life Assurance GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.99% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3798 | 22.25 | |
| 0.1615 | 16.94 | |
| 0.7976 | 158.04 | |
| -0.0424 | -2.84 |
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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