Israeli Shekel APARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
8.17%
decreased by 0.25%
1 Week
8.16%
decreased by 0.26%
1 Month
8.13%
decreased by 0.29%
Analysis last updated: Friday, May 15, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 16.00 | |
| 0.0664 | 35.70 | |
| 0.9277 | 530.69 | |
| -0.0888 | -8.01 | |
| 1.8046 | 39.09 |
Estimation Period:
Nov 8, 1991 to May 15, 2026
Nov 8, 1991 to May 15, 2026
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