Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:131.70% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4285 | 4.01 | |
| 0.0827 | 6.41 | |
| 0.9142 | 68.68 | |
| 0.0000 | 0.00 | |
| -0.0052 | -0.06 | |
| 0.0025 | 0.04 | |
| 0.0321 | 0.55 | |
| -0.0889 | -1.82 | |
| 0.1401 | 2.25 | |
| -0.7197 | -1.60 | |
| 1.8893 | 1.54 | |
| -1.9044 | -1.57 |
Estimation Period:
Nov 8, 1991 to Jan 30, 2026
Nov 8, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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