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V-Lab

Israel Petrochemical Enterpr Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:27.05% (-0.96%)
Analysis last updated: Sunday, February 15, 2026 at 12:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israel Petrochemical Enterpr SGARCH
paramt-stat
ω0.94557.25
α0.07325.61
β0.841928.24
γ10.09971.82
γ2-0.2105-2.51
γ30.26654.12
γ4-0.3342-4.17
γ50.37574.07
γ6-0.3646-4.14
γ70.24643.73
γ8-0.0709-0.94
γ9-0.1145-1.14
γ100.15231.34
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts