Tel Aviv 35 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.50% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0227 | 7.54 | |
| 0.7896 | 130.40 | |
| 0.1750 | 28.10 | |
| 0.0027 | 4.23 | |
| 0.0270 | 7.31 | |
| 0.9714 | 251.14 |
Estimation Period:
Jan 1, 1992 to Feb 6, 2026
Jan 1, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices