Dor Alon Energy In Israel GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
28.66%
decreased by 0.15%
1 Week
28.67%
decreased by 0.14%
1 Month
28.71%
decreased by 0.10%
Analysis last updated: Tuesday, June 23, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 12.66 | |
| 0.0309 | 10.56 | |
| 0.9515 | 440.91 | |
| 0.0107 | 2.32 |
Estimation Period:
Sep 5, 2005 to Jun 19, 2026
Sep 5, 2005 to Jun 19, 2026
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