Menora Mivtachim Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:46.48% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1938 | 4.60 | |
| 0.0626 | 6.58 | |
| 0.8962 | 53.52 | |
| -0.0625 | -0.97 | |
| 0.1478 | 1.57 | |
| -0.2083 | -3.98 | |
| 0.2454 | 6.56 | |
| -0.2196 | -5.80 | |
| 0.1351 | 3.36 | |
| 0.0157 | 0.36 | |
| -0.1361 | -2.64 | |
| 0.1998 | 2.32 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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