Bank Of Jerusalem Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:22.80% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6230 | 4.94 | |
| 0.0429 | 4.79 | |
| 0.9017 | 42.10 | |
| -0.2060 | -3.31 | |
| 0.3678 | 3.95 | |
| -0.2335 | -3.45 | |
| 0.0937 | 1.49 | |
| -0.0299 | -0.41 | |
| 0.0806 | 1.08 | |
| -0.1571 | -2.43 | |
| 0.1121 | 2.56 |
Estimation Period:
Nov 16, 1998 to Feb 13, 2026
Nov 16, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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