Israeli Shekel Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:93.91% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3356 | 4.29 | |
| 0.0710 | 9.48 | |
| 0.9184 | 124.32 | |
| 0.0087 | 0.17 | |
| 0.0090 | 0.10 | |
| -0.0625 | -0.91 | |
| 0.1290 | 2.42 | |
| -0.1766 | -3.56 | |
| 0.1352 | 2.42 | |
| -0.0489 | -0.87 | |
| 0.0398 | 0.61 | |
| -0.3169 | -1.23 | |
| 1.2527 | 1.39 |
Estimation Period:
Nov 8, 1991 to Feb 20, 2026
Nov 8, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Israeli Shekel Analyses
Other Spline-GARCH Analyses on Currencies