Mordechai Aviv Taasiot AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:27.40% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2724 | 16.80 | |
| 0.0758 | 22.57 | |
| 0.8383 | 158.58 | |
| 0.6004 | 6.40 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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