Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:6.35% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 23.05 | |
| 0.0730 | 23.88 | |
| 0.9247 | 552.08 | |
| -0.0197 | -4.51 |
Estimation Period:
Nov 8, 1991 to Nov 14, 2025
Nov 8, 1991 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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