Mordechai Aviv Taasiot GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:27.24% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1402 | 11.15 | |
| 0.0302 | 7.92 | |
| 0.9120 | 160.62 | |
| 0.0341 | 3.97 |
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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