Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:6.30% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 23.04 | |
| 0.0730 | 23.85 | |
| 0.9248 | 551.44 | |
| -0.0198 | -4.53 |
Estimation Period:
Nov 8, 1991 to Oct 31, 2025
Nov 8, 1991 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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