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 Monday, June 15th, 2026
1 Day
0.01%
decreased by 10.21%
1 Week
0.02%
decreased by 10.20%
1 Month
0.03%
decreased by 10.19%
Analysis last updated: Sunday, June 14, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.7499 | 7,499,090.00 | |
| 0.0001 | 910.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1523 | 1,523,210.00 | |
| 0.0051 | 50,790.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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