Israeli Shekel EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.16% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 3.13 | |
| 0.0098 | 14.89 | |
| 1.0000 | 607.53 | |
| -0.0150 | -6.55 |
Estimation Period:
Nov 8, 1991 to Feb 13, 2026
Nov 8, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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