Israeli Shekel GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
9.32%
decreased by 0.03%
1 Week
9.27%
decreased by 0.08%
1 Month
9.09%
decreased by 0.26%
Analysis last updated: Thursday, April 16, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 23.16 | |
| 0.0725 | 24.04 | |
| 0.9254 | 561.54 | |
| -0.0194 | -4.50 |
Estimation Period:
Nov 8, 1991 to Apr 10, 2026
Nov 8, 1991 to Apr 10, 2026
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