Tel Aviv Stock Exchange Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.15% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1883 | 8.32 | |
| 0.0221 | 5.01 | |
| 0.9214 | 120.85 | |
| 0.0416 | 3.71 |
Estimation Period:
Aug 1, 2019 to Feb 6, 2026
Aug 1, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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