Israeli Shekel Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.47%
increased by 0.51%
1 Week
11.23%
increased by 0.27%
1 Month
10.45%
decreased by 0.51%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2348 | 5.78 | |
| 0.0678 | 7.84 | |
| 0.8942 | 71.64 | |
| 0.0101 | 0.30 | |
| 0.0098 | 0.18 | |
| -0.0627 | -1.53 | |
| 0.1228 | 3.92 | |
| -0.1710 | -6.00 | |
| 0.1331 | 4.17 | |
| -0.0418 | -1.33 | |
| 0.0026 | 0.10 | |
| 0.0212 | 0.79 | |
| -0.0925 | -2.39 |
Estimation Period:
Nov 8, 1991 to Jun 12, 2026
Nov 8, 1991 to Jun 12, 2026
Other Israeli Shekel Analyses
Other Spline-GARCH Analyses on Currencies