Israeli Shekel MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:0.11% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0024 | 24,320.00 | |
| -0.0048 | -48,440.00 | |
| 10.0000 | 100,000,000.00 | |
| 0.0000 | 100.00 | |
| 0.9903 | 9,903,010.00 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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