EFG Holding S.A.E. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.12% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1535 | 6.03 | |
| 0.1014 | 36.08 | |
| 0.9791 | 257.11 | |
| 4.7156 | 12.20 |
Estimation Period:
Oct 30, 2001 to Feb 5, 2026
Oct 30, 2001 to Feb 5, 2026
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