Tel Aviv 125 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:16.48% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 21.12 | |
| 0.0565 | 19.18 | |
| 0.8835 | 324.09 | |
| 0.0915 | 12.96 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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