Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:32.55% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 1.33 | |
| 0.0047 | 1.00 | |
| 0.9900 | 337.65 | |
| 0.0106 | 1.66 |
Estimation Period:
Nov 8, 1991 to Mar 6, 2026
Nov 8, 1991 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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