Ashdod Refinery Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:37.84% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6107 | 3.97 | |
| 0.1311 | 5.50 | |
| 0.6314 | 7.54 | |
| -0.1034 | -3.54 |
Estimation Period:
Aug 30, 2023 to Feb 13, 2026
Aug 30, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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