Israeli Shekel AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:5.47% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 19.93 | |
| 0.0629 | 38.57 | |
| 0.9248 | 544.99 | |
| -0.0588 | -8.23 |
Estimation Period:
Nov 8, 1991 to Dec 26, 2025
Nov 8, 1991 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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