Israeli Shekel MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:14.75% (-1.54%)
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 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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