Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:5.62% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 23.03 | |
| 0.0728 | 23.87 | |
| 0.9248 | 552.46 | |
| -0.0195 | -4.47 |
Estimation Period:
Nov 8, 1991 to Dec 5, 2025
Nov 8, 1991 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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