Tel Aviv 125 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:16.50% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0092 | 3.18 | |
| 0.7811 | 111.77 | |
| 0.1904 | 28.40 | |
| 0.0023 | 2.25 | |
| 0.0189 | 5.75 | |
| 0.9799 | 264.55 |
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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