V-Lab
Ashot Ashkelon Industries Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, December 1st, 2024:68.63% (-2.68%)
Analysis last updated: Sunday, December 1, 2024 at 12:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2638 | 4.18 | |
| 0.0687 | 3.63 | |
| 0.8889 | 31.01 | |
| -0.2526 | -0.89 | |
| 0.4462 | 0.96 | |
| -0.3487 | -1.15 | |
| 0.2923 | 1.20 | |
| -0.4181 | -1.75 | |
| 0.7481 | 3.54 | |
| -0.7881 | -2.80 | |
| 0.7913 | 1.64 |
Estimation Period:
Mar 15, 2011 to Nov 29, 2024
Mar 15, 2011 to Nov 29, 2024
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