Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:9.11% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 23.03 | |
| 0.0732 | 23.90 | |
| 0.9246 | 551.03 | |
| -0.0196 | -4.49 |
Estimation Period:
Nov 8, 1991 to Oct 17, 2025
Nov 8, 1991 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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