Israeli Shekel Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:9.17% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2316 | 5.84 | |
| 0.0682 | 7.65 | |
| 0.8919 | 68.82 | |
| 0.0089 | 0.26 | |
| 0.0130 | 0.24 | |
| -0.0673 | -1.65 | |
| 0.1283 | 4.11 | |
| -0.1727 | -6.01 | |
| 0.1263 | 4.01 | |
| -0.0288 | -0.94 | |
| -0.0129 | -0.49 | |
| 0.0416 | 1.59 | |
| -0.1244 | -3.49 |
Estimation Period:
Nov 8, 1991 to Mar 14, 2026
Nov 8, 1991 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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