Weizmann GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:67.13% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0676 | 20.61 | |
| 0.1738 | 19.01 | |
| 0.8181 | 115.21 | |
| -0.0968 | -7.64 |
Estimation Period:
May 4, 2010 to Feb 6, 2026
May 4, 2010 to Feb 6, 2026
News Impact Curve
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