Migdal Mutual Funds Ltd - M GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:10.35% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 4.81 | |
| 0.0000 | 0.00 | |
| 0.9605 | 229.40 | |
| 0.0537 | 6.94 |
Estimation Period:
Feb 18, 2020 to Feb 6, 2026
Feb 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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