Israeli Shekel GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
9.74%
decreased by 0.02%
1 Week
9.69%
decreased by 0.07%
1 Month
9.50%
decreased by 0.26%
Analysis last updated: Tuesday, April 14, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 23.21 | |
| 0.0641 | 39.28 | |
| 0.9247 | 550.08 |
Estimation Period:
Nov 8, 1991 to Apr 10, 2026
Nov 8, 1991 to Apr 10, 2026
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