Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:7.25% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2234 | 5.49 | |
| 0.0677 | 7.85 | |
| 0.8958 | 73.08 | |
| 0.0121 | 0.34 | |
| 0.0030 | 0.05 | |
| -0.0522 | -1.23 | |
| 0.1103 | 3.35 | |
| -0.1520 | -5.00 | |
| 0.1047 | 3.19 | |
| -0.0129 | -0.42 | |
| -0.0159 | -0.60 | |
| 0.0203 | 0.85 | |
| -0.0381 | -2.25 |
Estimation Period:
Nov 8, 1991 to Jan 16, 2026
Nov 8, 1991 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Israeli Shekel Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies