Israeli Shekel EGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:5.54% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0142 | -10.97 | |
| 0.1421 | 33.90 | |
| 0.9836 | 1,221.87 | |
| 0.0194 | 6.09 |
Estimation Period:
Nov 8, 1991 to Jan 17, 2026
Nov 8, 1991 to Jan 17, 2026
News Impact Curve
Volatility Forecasts
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