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, May 25th, 2026
1 Day
0.00%
decreased by 8.73%
1 Week
0.00%
decreased by 8.73%
1 Month
0.00%
decreased by 8.73%
Analysis last updated: Sunday, May 24, 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 | |
|---|---|---|
| 46 | ||
| 0.1270 | 1,270,030.00 | |
| 0.6230 | 6,229,970.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0026 | 29.60 | |
| 0.0282 | 83.64 | |
| 0.9587 | 2,039.82 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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