EFG Holding S.A.E. Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.06% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3457 | 8.96 | |
| 0.1381 | 8.13 | |
| 0.8101 | 30.85 | |
| 0.0025 | 1.82 |
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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