Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.70% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.23 | |
| 0.0000 | 0.00 | |
| 0.9969 | 358.59 | |
| 0.0062 | 0.94 |
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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