Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:41.27% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.33 | |
| 0.0000 | 0.00 | |
| 0.9963 | 436.40 | |
| 0.0074 | 1.42 |
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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