Israeli Shekel GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:5.41% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 23.14 | |
| 0.0725 | 23.84 | |
| 0.9252 | 555.00 | |
| -0.0196 | -4.51 |
Estimation Period:
Nov 8, 1991 to Dec 26, 2025
Nov 8, 1991 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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