Tel Aviv 125 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.13% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1072 | 3.99 | |
| 0.0707 | 47.75 | |
| 0.9954 | 897.58 | |
| 6.4587 | 9.01 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on Equity Indices