Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.14%
decreased by 0.58%
1 Week
16.11%
decreased by 0.61%
1 Month
15.98%
decreased by 0.74%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3649 | 5.44 | |
| 0.0305 | 95.67 | |
| 0.9970 | 1,966.47 | |
| 2.5662 | 125.28 |
Estimation Period:
Nov 8, 1991 to Jun 12, 2026
Nov 8, 1991 to Jun 12, 2026
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