Amram Avraham Construction GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:28.92% (-8.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4975 | 12.87 | |
| 0.3164 | 4.47 | |
| 0.3147 | 10.71 | |
| 0.0141 | 0.12 |
Estimation Period:
May 20, 2024 to Feb 13, 2026
May 20, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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