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

Volatility prediction for Sunday, July 26th, 2026

1 Day

49.04%

decreased by 1.30%

1 Week

49.18%

decreased by 1.16%

1 Month

49.69%

decreased by 0.65%

Analysis last updated: Sunday, July 26, 2026 at 02:06 AM UTC

Date Range:

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to

6M ·

1Y ·

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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 24, 2026

Model Insight

Volatility shocks decay with a half-life of 39 trading days, meaning a shock loses half its impact after approximately 39 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

11.1706
2.93***
α

ARCH

Response to squared shocks

0.0685
33.33***
β

GARCH

Volatility persistence

0.9826
155.32***
ν

DF

Student-t tail thickness

2.6775
25.57***

Persistence:

0.983

Half-life:

39 days