V-Lab: Israeli Shekel GAS-GARCH Student T Volatility Analysis

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V-Lab

Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:14.61% (-0.54%)

Analysis last updated: Sunday, April 28, 2024 at 02:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3562	4.83
$α$	0.0312	92.60
$β$	0.9964	1425.42
$ν$	3	109.69

Estimation Period:
Nov 8, 1991 to Apr 26, 2024