EFG Holding S.A.E. AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.14% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3223 | 20.54 | |
| 0.1461 | 36.46 | |
| 0.8143 | 157.39 | |
| 0.1155 | 2.44 |
Estimation Period:
Oct 30, 2001 to Feb 5, 2026
Oct 30, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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