Mivtach Shamir Hds GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:34.28% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 5.29 | |
| 0.0429 | 30.44 | |
| 0.9486 | 363.18 |
Estimation Period:
Jan 23, 1995 to Feb 6, 2026
Jan 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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