Alony Hetz AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.54% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 3.52 | |
| 0.0684 | 50.47 | |
| 0.9275 | 793.46 | |
| 0.5490 | 12.33 |
Estimation Period:
Nov 13, 1998 to Feb 6, 2026
Nov 13, 1998 to Feb 6, 2026
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