Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
9.74%
decreased by 0.34%
1 Week
9.76%
increased by 0.02%
1 Month
9.82%
increased by 0.08%
Analysis last updated: Sunday, March 22, 2026 at 01:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2129 | 5.50 | |
| 0.0674 | 7.86 | |
| 0.8958 | 72.96 | |
| 0.0101 | 0.29 | |
| 0.0054 | 0.10 | |
| -0.0513 | -1.22 | |
| 0.1074 | 3.30 | |
| -0.1511 | -5.06 | |
| 0.1093 | 3.34 | |
| -0.0215 | -0.68 | |
| -0.0062 | -0.23 | |
| 0.0102 | 0.43 | |
| -0.0308 | -1.86 |
Estimation Period:
Nov 8, 1991 to Mar 20, 2026
Nov 8, 1991 to Mar 20, 2026
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