V-Lab: Ashot Ashkelon Industries MF2-GARCH Volatility Analysis

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V-Lab

Ashot Ashkelon Industries MF2-GARCH Volatility Analysis

Volatility Prediction for Sunday, December 1st, 2024:0.00% (-10.03%)

Analysis last updated: Sunday, December 1, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.7500	7499900.00
$β$	0.0000	100.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.0000	0.20
$λ_{2}$	0.0000	10.00
$λ_{3}$	0.0000	0.00

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

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