Bank Of Jerusalem Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:23.79% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 12.23 | |
| 0.0258 | 12.79 | |
| 0.9620 | 671.31 | |
| 0.0118 | 3.07 |
Estimation Period:
Nov 16, 1998 to Feb 12, 2026
Nov 16, 1998 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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