Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
11.75%
decreased by 0.42%
1 Week
11.74%
decreased by 0.43%
1 Month
11.69%
decreased by 0.48%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3561 | 5.31 | |
| 0.0304 | 95.17 | |
| 0.9969 | 1,846.13 | |
| 2.5679 | 119.08 |
Estimation Period:
Nov 8, 1991 to Jul 3, 2026
Nov 8, 1991 to Jul 3, 2026
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