Israeli Shekel MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.37% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0505 | 0.03 | |
| 0.5815 | 0.08 | |
| -0.0505 | -0.03 | |
| 0.0003 | 0.00 | |
| 0.0027 | 0.02 | |
| 0.9973 | 0.84 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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