US Dollar to Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.37%
increased by 0.75%
1 Week
16.33%
increased by 0.71%
1 Month
16.21%
increased by 0.59%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3562 | 4.99 | |
| 0.0312 | 94.80 | |
| 0.9970 | 1,806.20 | |
| 2.6013 | 110.50 |
Estimation Period:
Dec 24, 1992 to Jun 12, 2026
Dec 24, 1992 to Jun 12, 2026
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