V-Lab: Ashot Ashkelon Industries GJR-GARCH Volatility Analysis

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V-Lab

Ashot Ashkelon Industries GJR-GARCH Volatility Analysis

Volatility Prediction for Sunday, December 1st, 2024:58.59% (-1.60%)

Analysis last updated: Sunday, December 1, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0273	12.31
$α$	0.0503	11.20
$β$	0.9457	347.31
$γ$	0.0048	0.67

Estimation Period:
Mar 15, 2011 to Nov 29, 2024

News Impact Curve

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Volatility Forecasts