Israeli Shekel AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.14% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0004 | -2.36 | |
| 0.0051 | 12.96 | |
| 0.9980 | 3,629.09 | |
| 0.1488 | 2.97 |
Estimation Period:
Nov 8, 1991 to Feb 6, 2026
Nov 8, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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