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El Al Israel Airlines Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

57.17%

decreased by 0.01%

1 Week

57.04%

decreased by 0.14%

1 Month

56.57%

decreased by 0.61%

Analysis last updated: Tuesday, July 21, 2026 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of El Al Israel Airlines Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 17, 2003 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 40 trading days, meaning a shock loses half its impact after approximately 40 days. Returns follow a Student-t distribution with v = 2.68 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

11.2367
2.91***
α

ARCH

Response to squared shocks

0.0683
33.54***
β

GARCH

Volatility persistence

0.9828
156.94***
ν

DF

Student-t tail thickness

2.6755
25.78***

Persistence:

0.983

Half-life:

40 days