Tefron Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.92% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3760 | 16.19 | |
| 0.1270 | 10.90 | |
| 0.7190 | 59.08 | |
| 0.0173 | 0.91 |
Estimation Period:
Oct 18, 2005 to Feb 6, 2026
Oct 18, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities