US Dollar to Israeli Shekel GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
11.94%
increased by 0.34%
1 Week
11.85%
increased by 0.25%
1 Month
11.52%
decreased by 0.08%
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 | |
|---|---|---|
| 0.0022 | 22.54 | |
| 0.0741 | 23.83 | |
| 0.9248 | 553.08 | |
| -0.0205 | -4.65 |
Estimation Period:
Dec 24, 1992 to Jun 12, 2026
Dec 24, 1992 to Jun 12, 2026
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