EFG Holding S.A.E. GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.32% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3013 | 19.67 | |
| 0.1394 | 35.06 | |
| 0.8236 | 159.86 |
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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