Alony Hetz GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.80% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 11.86 | |
| 0.0419 | 30.12 | |
| 0.9568 | 745.78 |
Estimation Period:
Nov 13, 1998 to Feb 6, 2026
Nov 13, 1998 to Feb 6, 2026
News Impact Curve
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