Naphtha Israel Petroleum Cor GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:22.60% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0619 | 21.03 | |
| 0.1027 | 21.92 | |
| 0.9093 | 506.02 | |
| -0.0270 | -4.38 |
Estimation Period:
Nov 28, 1995 to Feb 5, 2026
Nov 28, 1995 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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