Israeli Shekel AGARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
9.14%
decreased by 0.28%
1 Week
9.09%
decreased by 0.33%
1 Month
8.93%
decreased by 0.49%
Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 19.95 | |
| 0.0630 | 39.06 | |
| 0.9251 | 551.29 | |
| -0.0585 | -8.26 |
Estimation Period:
Nov 8, 1991 to Apr 17, 2026
Nov 8, 1991 to Apr 17, 2026
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