Israeli Shekel GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
7.04%
decreased by 0.23%
1 Week
7.03%
decreased by 0.24%
1 Month
7.03%
decreased by 0.24%
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 | |
|---|---|---|
| 0.0022 | 23.03 | |
| 0.0724 | 24.13 | |
| 0.9256 | 565.76 | |
| -0.0192 | -4.49 |
Estimation Period:
Nov 8, 1991 to Jul 3, 2026
Nov 8, 1991 to Jul 3, 2026
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