Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
15.02%
increased by 0.85%
1 Week
14.99%
increased by 0.82%
1 Month
14.89%
increased by 0.72%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3594 | 5.35 | |
| 0.0303 | 95.22 | |
| 0.9969 | 1,884.57 | |
| 2.5622 | 121.79 |
Estimation Period:
Nov 8, 1991 to Jun 5, 2026
Nov 8, 1991 to Jun 5, 2026
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