Tel Aviv 125 Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:16.70% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 10.84 | |
| 0.1084 | 37.56 | |
| 0.8740 | 290.08 | |
| 0.4740 | 20.08 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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