Israeli Shekel EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.05% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 7.41 | |
| 0.0095 | 41.13 | |
| 1.0000 | 321.96 | |
| -0.0192 | -10.25 |
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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