Israeli Shekel APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
11.86%
increased by 0.34%
1 Week
11.79%
increased by 0.27%
1 Month
11.54%
increased by 0.02%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 16.00 | |
| 0.0662 | 35.85 | |
| 0.9281 | 534.62 | |
| -0.0872 | -7.91 | |
| 1.8029 | 39.13 |
Estimation Period:
Nov 8, 1991 to Jun 5, 2026
Nov 8, 1991 to Jun 5, 2026
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