Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
11.68%
increased by 1.15%
1 Week
11.58%
increased by 1.05%
1 Month
11.27%
increased by 0.74%
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 | |
|---|---|---|
| 1.2138 | 5.51 | |
| 0.0673 | 7.96 | |
| 0.8967 | 74.32 | |
| 0.0086 | 0.25 | |
| 0.0073 | 0.13 | |
| -0.0507 | -1.22 | |
| 0.1048 | 3.26 | |
| -0.1500 | -5.15 | |
| 0.1133 | 3.49 | |
| -0.0284 | -0.89 | |
| 0.0008 | 0.03 | |
| 0.0030 | 0.13 | |
| -0.0256 | -1.54 |
Estimation Period:
Nov 8, 1991 to Jun 5, 2026
Nov 8, 1991 to Jun 5, 2026
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