Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:7.10% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 22.98 | |
| 0.0729 | 23.84 | |
| 0.9248 | 551.82 | |
| -0.0197 | -4.51 |
Estimation Period:
Nov 8, 1991 to Oct 10, 2025
Nov 8, 1991 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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