Israeli Shekel GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:6.35% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 23.09 | |
| 0.0644 | 38.93 | |
| 0.9240 | 541.31 |
Estimation Period:
Nov 8, 1991 to Nov 28, 2025
Nov 8, 1991 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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