Israeli Shekel APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.31% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.63 | |
| 0.0036 | 0.06 | |
| 0.9964 | 369.31 | |
| 1.0000 | 0.04 | |
| 1.2804 | 6.97 |
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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