Israeli Shekel MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, April 16th, 2026
1 Day
0.28%
decreased by 10.77%
1 Week
0.28%
decreased by 10.77%
1 Month
0.27%
decreased by 10.78%
Analysis last updated: Wednesday, April 15, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.7499 | 7,499,200.00 | |
| 0.0001 | 800.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1520 | 1,520,240.00 | |
| 0.0047 | 46,890.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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