Israeli Shekel EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.37% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 2.34 | |
| 0.0111 | 9.28 | |
| 1.0000 | 1,360.54 | |
| -0.0116 | -3.45 |
Estimation Period:
Nov 8, 1991 to Feb 20, 2026
Nov 8, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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