Israeli Shekel GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
11.42%
increased by 1.34%
1 Week
11.34%
increased by 1.26%
1 Month
11.03%
increased by 0.95%
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 | |
|---|---|---|
| 0.0022 | 23.01 | |
| 0.0722 | 24.08 | |
| 0.9260 | 568.45 | |
| -0.0191 | -4.49 |
Estimation Period:
Nov 8, 1991 to Jun 5, 2026
Nov 8, 1991 to Jun 5, 2026
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