Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
13.78%
decreased by 0.29%
1 Week
13.75%
decreased by 0.32%
1 Month
13.67%
decreased by 0.40%
Analysis last updated: Monday, May 4, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3609 | 5.33 | |
| 0.0305 | 95.28 | |
| 0.9969 | 1,859.90 | |
| 2.5601 | 121.39 |
Estimation Period:
Nov 8, 1991 to May 1, 2026
Nov 8, 1991 to May 1, 2026
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