Teva Pharmaceutical Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.67% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 8.41 | |
| 0.0128 | 13.73 | |
| 0.9730 | 947.38 | |
| 0.0235 | 10.84 |
Estimation Period:
Mar 26, 1990 to Feb 13, 2026
Mar 26, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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