Israeli Shekel GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.51% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.37 | |
| 0.0027 | 5.74 | |
| 0.9973 | 438.56 |
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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