Tel Aviv 35 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:17.27% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 23.43 | |
| 0.0656 | 20.72 | |
| 0.8806 | 378.25 | |
| 0.0899 | 12.50 |
Estimation Period:
Jan 1, 1992 to Feb 13, 2026
Jan 1, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices