Israeli Shekel GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:5.83% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 23.24 | |
| 0.0640 | 38.84 | |
| 0.9244 | 543.76 |
Estimation Period:
Nov 8, 1991 to Jan 9, 2026
Nov 8, 1991 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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