Israeli Shekel AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:30.14% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0002 | -1.85 | |
| 0.0054 | 23.34 | |
| 0.9968 | 1,545.41 | |
| 0.1119 | 2.25 |
Estimation Period:
Nov 8, 1991 to Feb 20, 2026
Nov 8, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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