Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.65% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5707 | 4.43 | |
| 0.0764 | 7.12 | |
| 0.9200 | 84.22 | |
| 0.0007 | 0.01 | |
| -0.0056 | -0.07 | |
| 0.0024 | 0.04 | |
| 0.0322 | 0.54 | |
| -0.0882 | -1.79 | |
| 0.1347 | 2.19 | |
| -0.5862 | -1.47 | |
| 1.5010 | 1.41 | |
| -1.5095 | -1.44 |
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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