Tel Aviv 35 Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.13% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 9.96 | |
| 0.2051 | 46.65 | |
| 0.9742 | 949.52 | |
| -0.0700 | -18.01 |
Estimation Period:
Jan 1, 1992 to Feb 6, 2026
Jan 1, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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