Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:19.82% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0840 | 5.95 | |
| 0.0716 | 7.06 | |
| 0.8814 | 61.53 | |
| 0.0135 | 0.42 | |
| 0.0004 | 0.01 | |
| -0.0471 | -1.24 | |
| 0.1015 | 3.42 | |
| -0.1433 | -5.18 | |
| 0.0966 | 3.12 | |
| 0.0026 | 0.08 | |
| -0.0599 | -1.31 | |
| 0.1313 | 1.65 | |
| -0.1707 | -2.07 |
Estimation Period:
Nov 8, 1991 to Feb 27, 2026
Nov 8, 1991 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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