Israeli Shekel EGARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:8.40% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0140 | -10.81 | |
| 0.1427 | 33.98 | |
| 0.9836 | 1,224.94 | |
| 0.0192 | 5.98 |
Estimation Period:
Nov 8, 1991 to Nov 21, 2025
Nov 8, 1991 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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