Albaad Massuot Yitzhak Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.89% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7990 | 9.48 | |
| 0.1030 | 3.98 | |
| 0.5664 | 6.73 | |
| -0.0158 | -0.27 | |
| 0.0896 | 0.95 | |
| -0.1239 | -1.79 | |
| 0.0545 | 0.90 | |
| 0.0347 | 0.57 | |
| -0.0769 | -1.17 | |
| 0.1568 | 1.94 | |
| -0.2723 | -2.97 | |
| 0.2556 | 2.63 | |
| -0.1760 | -0.91 |
Estimation Period:
Nov 16, 1998 to Feb 6, 2026
Nov 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Albaad Massuot Yitzhak Ltd Analyses
Other Spline-GARCH Analyses on International Equities