Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.86% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8404 | 6.18 | |
| 0.0814 | 6.85 | |
| 0.9179 | 77.11 | |
| -0.0219 | -0.14 | |
| 0.0099 | 0.05 | |
| 0.0109 | 0.14 | |
| 0.0323 | 0.49 | |
| -0.0912 | -1.69 | |
| 0.1400 | 2.15 | |
| -0.6539 | -1.53 | |
| 1.6914 | 1.47 | |
| -1.7046 | -1.51 |
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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