Israeli Shekel AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:6.77% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 19.89 | |
| 0.0627 | 38.55 | |
| 0.9250 | 545.71 | |
| -0.0592 | -8.28 |
Estimation Period:
Nov 8, 1991 to Jan 17, 2026
Nov 8, 1991 to Jan 17, 2026
News Impact Curve
Volatility Forecasts
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