Israeli Shekel GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:7.05% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 23.14 | |
| 0.0645 | 38.92 | |
| 0.9239 | 540.59 |
Estimation Period:
Nov 8, 1991 to Nov 14, 2025
Nov 8, 1991 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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