Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:5.40% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 23.12 | |
| 0.0724 | 23.85 | |
| 0.9253 | 555.74 | |
| -0.0197 | -4.56 |
Estimation Period:
Nov 8, 1991 to Jan 16, 2026
Nov 8, 1991 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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