Tel Aviv 35 Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:18.31% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 11.51 | |
| 0.1094 | 41.20 | |
| 0.8791 | 362.06 | |
| 0.3578 | 19.96 |
Estimation Period:
Jan 1, 1992 to Feb 12, 2026
Jan 1, 1992 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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