Rotem Shani Entrepreneurship GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.86% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0457 | 10.41 | |
| 0.0618 | 6.12 | |
| 0.6574 | 26.63 | |
| 0.0788 | 2.01 |
Estimation Period:
Jan 12, 2021 to Feb 6, 2026
Jan 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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