Israel Petrochemical Enterpr GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:34.16% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1124 | 8.17 | |
| 0.0308 | 9.95 | |
| 0.9527 | 275.26 | |
| 0.0165 | 3.33 |
Estimation Period:
Jan 23, 1995 to Feb 12, 2026
Jan 23, 1995 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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