Rami Levi GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.93% (+6.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0939 | 13.45 | |
| 0.0554 | 14.81 | |
| 0.8899 | 185.21 | |
| 0.0272 | 3.40 |
Estimation Period:
Aug 20, 2008 to Feb 6, 2026
Aug 20, 2008 to Feb 6, 2026
News Impact Curve
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