Israeli Shekel EGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:14.46% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 2.99 | |
| 0.0173 | 6.87 | |
| 1.0000 | 2,487.56 | |
| -0.0094 | -1.41 |
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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