US Dollar to Israeli Shekel EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.49%
increased by 0.42%
1 Week
12.41%
increased by 0.34%
1 Month
12.17%
increased by 0.10%
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 | |
|---|---|---|
| -0.0136 | -10.56 | |
| 0.1447 | 33.90 | |
| 0.9838 | 1,234.39 | |
| 0.0191 | 5.93 |
Estimation Period:
Dec 24, 1992 to Jun 12, 2026
Dec 24, 1992 to Jun 12, 2026
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