Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.74%
increased by 0.72%
1 Week
15.71%
increased by 0.69%
1 Month
15.59%
increased by 0.57%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3594 | 5.35 | |
| 0.0303 | 95.22 | |
| 0.9969 | 1,884.57 | |
| 2.5622 | 121.79 |
Estimation Period:
Nov 8, 1991 to Jun 5, 2026
Nov 8, 1991 to Jun 5, 2026
Other Israeli Shekel Analyses
Other GAS-GARCH Student T Analyses on Currencies