Israeli Shekel AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:33.24% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0003 | -2.21 | |
| 0.0048 | 29.81 | |
| 0.9977 | 2,519.32 | |
| 0.1232 | 2.54 |
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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