Israeli Shekel GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.28% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.30 | |
| 0.0023 | 5.42 | |
| 0.9977 | 335.26 |
Estimation Period:
Nov 8, 1991 to Feb 6, 2026
Nov 8, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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