US Dollar to Israeli Shekel MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
-0.00%
decreased by 7.41%
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 | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0600 | 600,350.00 | |
| -0.1200 | -1,200,500.00 | |
| 0.0427 | 3.72 | |
| 0.7599 | 17.01 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 24, 1992 to Jun 12, 2026
Dec 24, 1992 to Jun 12, 2026
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