Israeli Shekel Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
11.33%
increased by 0.47%
1 Week
11.09%
increased by 0.23%
1 Month
10.31%
decreased by 0.55%
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 | |
|---|---|---|
| 1.2392 | 5.82 | |
| 0.0676 | 7.80 | |
| 0.8944 | 71.66 | |
| 0.0106 | 0.32 | |
| 0.0090 | 0.17 | |
| -0.0623 | -1.53 | |
| 0.1227 | 3.93 | |
| -0.1710 | -6.02 | |
| 0.1331 | 4.18 | |
| -0.0418 | -1.33 | |
| 0.0024 | 0.09 | |
| 0.0219 | 0.81 | |
| -0.0957 | -2.46 |
Estimation Period:
Nov 8, 1991 to Jun 5, 2026
Nov 8, 1991 to Jun 5, 2026
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