Mordechai Aviv Taasiot EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.79% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0876 | 8.15 | |
| 0.0987 | 12.36 | |
| 0.9502 | 150.20 | |
| -0.0374 | -4.61 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Mordechai Aviv Taasiot Analyses
Other EGARCH Analyses on International Equities