Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:10.98% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 23.18 | |
| 0.0731 | 24.07 | |
| 0.9249 | 557.49 | |
| -0.0196 | -4.53 |
Estimation Period:
Nov 8, 1991 to Mar 13, 2026
Nov 8, 1991 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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