Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
8.52%
decreased by 0.25%
1 Week
8.64%
decreased by 0.13%
1 Month
8.99%
increased by 0.22%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2223 | 5.52 | |
| 0.0673 | 7.95 | |
| 0.8967 | 74.38 | |
| 0.0128 | 0.37 | |
| 0.0004 | 0.01 | |
| -0.0468 | -1.12 | |
| 0.1035 | 3.20 | |
| -0.1501 | -5.11 | |
| 0.1132 | 3.47 | |
| -0.0281 | -0.88 | |
| 0.0006 | 0.02 | |
| 0.0032 | 0.13 | |
| -0.0256 | -1.54 |
Estimation Period:
Nov 8, 1991 to May 22, 2026
Nov 8, 1991 to May 22, 2026
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