Israeli Shekel APARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:6.66% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 15.89 | |
| 0.0662 | 35.00 | |
| 0.9271 | 523.80 | |
| -0.0873 | -7.79 | |
| 1.8181 | 39.05 |
Estimation Period:
Nov 8, 1991 to Dec 19, 2025
Nov 8, 1991 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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