El Al Israel Airlines Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, May 24th, 2026
1 Day
55.34%
increased by 13.05%
1 Week
53.24%
increased by 10.95%
1 Month
48.26%
increased by 5.97%
Analysis last updated: Thursday, May 21, 2026 at 07:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6810 | 15.36 | |
| 0.0942 | 13.82 | |
| 0.7851 | 86.26 | |
| 0.0474 | 3.17 |
Estimation Period:
Oct 17, 2003 to May 20, 2026
Oct 17, 2003 to May 20, 2026
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