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	param	t-stat
$ω$	1.1968	5.45
$α$	0.0673	7.95
$β$	0.8964	73.99
$γ_{1}$	0.0056	0.16
$γ_{2}$	0.0121	0.22
$γ_{3}$	-0.0536	-1.29
$γ_{4}$	0.1064	3.32
$γ_{5}$	-0.1506	-5.19
$γ_{6}$	0.1135	3.51
$γ_{7}$	-0.0286	-0.90
$γ_{8}$	0.0011	0.04
$γ_{9}$	0.0027	0.11
$γ_{10}$	-0.0254	-1.54

V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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