Israeli Shekel GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
7.66%
decreased by 0.26%
1 Week
7.64%
decreased by 0.28%
1 Month
7.58%
decreased by 0.34%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 23.07 | |
| 0.0725 | 24.08 | |
| 0.9256 | 564.04 | |
| -0.0195 | -4.57 |
Estimation Period:
Nov 8, 1991 to May 22, 2026
Nov 8, 1991 to May 22, 2026
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