EFU Life Assurance Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.43% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2383 | 8.27 | |
| 0.1479 | 8.76 | |
| 0.7117 | 19.21 | |
| -0.0141 | -0.56 | |
| 0.0462 | 1.31 | |
| -0.0762 | -3.49 | |
| 0.0717 | 4.57 |
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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