EFU Life Assurance MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.89% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1655 | 35.12 | |
| 0.7427 | 95.77 | |
| -0.0474 | -8.74 | |
| 0.0036 | 0.69 | |
| 0.0082 | 4.78 | |
| 0.9910 | 439.65 |
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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