Compugen Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.88% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0780 | 3.42 | |
| 0.0112 | 8.56 | |
| 0.9747 | 424.35 | |
| 0.0231 | 5.63 |
Estimation Period:
Aug 11, 2000 to Feb 6, 2026
Aug 11, 2000 to Feb 6, 2026
News Impact Curve
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