Israeli Shekel EGARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:8.39% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0139 | -10.69 | |
| 0.1429 | 33.98 | |
| 0.9837 | 1,225.00 | |
| 0.0191 | 5.97 |
Estimation Period:
Nov 8, 1991 to Oct 18, 2025
Nov 8, 1991 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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