EFU Life Assurance Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.59% (+1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3291 | 13.03 | |
| 0.1471 | 8.78 | |
| 0.7208 | 19.68 | |
| 0.0119 | 2.07 | |
| -0.0304 | -2.46 |
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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