Israeli Shekel APARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:31.65% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 1.61 | |
| 0.0095 | 4.80 | |
| 0.9898 | 342.86 | |
| 0.2909 | 1.06 | |
| 1.9640 | 15.37 |
Estimation Period:
Nov 8, 1991 to Mar 6, 2026
Nov 8, 1991 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other Israeli Shekel Analyses
Other APARCH Analyses on Currencies