Shufersal Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.39% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 12.76 | |
| 0.0255 | 15.67 | |
| 0.9590 | 605.02 | |
| 0.0179 | 4.67 |
Estimation Period:
Jan 23, 1995 to Feb 6, 2026
Jan 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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