Israeli Shekel EGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
8.73%
increased by 0.34%
1 Week
8.78%
increased by 0.39%
1 Month
8.96%
increased by 0.57%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0137 | -10.78 | |
| 0.1420 | 34.28 | |
| 0.9838 | 1,242.18 | |
| 0.0193 | 6.14 |
Estimation Period:
Nov 8, 1991 to May 15, 2026
Nov 8, 1991 to May 15, 2026
Other Israeli Shekel Analyses
Other EGARCH Analyses on Currencies