Israeli Shekel GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
8.13%
decreased by 0.18%
1 Week
8.10%
decreased by 0.21%
1 Month
8.00%
decreased by 0.31%
Analysis last updated: Friday, April 3, 2026 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 23.23 | |
| 0.0728 | 24.04 | |
| 0.9249 | 557.19 | |
| -0.0195 | -4.51 |
Estimation Period:
Nov 8, 1991 to Apr 3, 2026
Nov 8, 1991 to Apr 3, 2026
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