Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
10.20%
decreased by 0.02%
1 Week
10.17%
decreased by 0.05%
1 Month
10.08%
decreased by 0.14%
Analysis last updated: Thursday, April 16, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2104 | 5.47 | |
| 0.0674 | 7.88 | |
| 0.8959 | 73.08 | |
| 0.0103 | 0.30 | |
| 0.0049 | 0.09 | |
| -0.0505 | -1.20 | |
| 0.1067 | 3.26 | |
| -0.1512 | -5.07 | |
| 0.1104 | 3.36 | |
| -0.0227 | -0.71 | |
| -0.0047 | -0.17 | |
| 0.0080 | 0.33 | |
| -0.0290 | -1.75 |
Estimation Period:
Nov 8, 1991 to Apr 10, 2026
Nov 8, 1991 to Apr 10, 2026
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