Compugen Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.64% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5146 | 9.39 | |
| 0.0628 | 13.95 | |
| 0.9011 | 138.10 | |
| -0.0078 | -0.98 |
Estimation Period:
Oct 17, 2003 to Feb 6, 2026
Oct 17, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities