Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:50.15% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 0.18 | |
| 0.0000 | 0.00 | |
| 0.9973 | 286.99 | |
| 0.0054 | 0.63 |
Estimation Period:
Nov 8, 1991 to Jan 30, 2026
Nov 8, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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