Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.84% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.53 | |
| 0.0001 | 0.02 | |
| 0.9953 | 482.22 | |
| 0.0093 | 2.12 |
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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