Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
12.28%
decreased by 0.43%
1 Week
12.26%
decreased by 0.45%
1 Month
12.20%
decreased by 0.51%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3554 | 5.26 | |
| 0.0303 | 95.04 | |
| 0.9969 | 1,799.39 | |
| 2.5610 | 117.95 |
Estimation Period:
Nov 8, 1991 to May 22, 2026
Nov 8, 1991 to May 22, 2026
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