Israeli Shekel Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:147.81% (-3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2762 | 4.17 | |
| 0.0747 | 9.10 | |
| 0.9158 | 116.80 | |
| 0.0134 | 0.25 | |
| 0.0034 | 0.04 | |
| -0.0616 | -0.87 | |
| 0.1288 | 2.34 | |
| -0.1758 | -3.43 | |
| 0.1329 | 2.31 | |
| -0.0448 | -0.78 | |
| 0.0331 | 0.49 | |
| -0.3954 | -1.15 | |
| 1.6215 | 1.29 |
Estimation Period:
Nov 8, 1991 to Feb 6, 2026
Nov 8, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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