Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
13.90%
increased by 0.32%
1 Week
13.87%
increased by 0.29%
1 Month
13.78%
increased by 0.20%
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 | |
|---|---|---|
| 0.3564 | 5.25 | |
| 0.0303 | 94.96 | |
| 0.9968 | 1,783.26 | |
| 2.5551 | 118.33 |
Estimation Period:
Nov 8, 1991 to Apr 10, 2026
Nov 8, 1991 to Apr 10, 2026
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