Israeli Shekel MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:28.95% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.9952 | 208.50 | |
| 0.0095 | 0.84 | |
| 1.0013 | 0.11 | |
| 0.3096 | 0.10 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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