Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:9.11% (+0.58%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0023 | 23.03 | |
0.0732 | 23.90 | |
0.9246 | 551.03 | |
-0.0196 | -4.49 |
Estimation Period:
Nov 8, 1991 to Oct 17, 2025
Nov 8, 1991 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other Israeli Shekel Analyses
Other GJR-GARCH Analyses on Currencies