EFG Holding S.A.E. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.65% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3109 | 19.89 | |
| 0.1306 | 17.02 | |
| 0.8194 | 156.35 | |
| 0.0256 | 1.93 |
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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