Israeli Shekel AGARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
8.69%
increased by 0.23%
1 Week
8.65%
increased by 0.19%
1 Month
8.51%
increased by 0.05%
Analysis last updated: Monday, March 30, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 19.96 | |
| 0.0632 | 39.02 | |
| 0.9247 | 548.46 | |
| -0.0583 | -8.23 |
Estimation Period:
Nov 8, 1991 to Mar 27, 2026
Nov 8, 1991 to Mar 27, 2026
Other Israeli Shekel Analyses
Other AGARCH Analyses on Currencies