Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:9.62% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3596 | 5.19 | |
| 0.0296 | 94.50 | |
| 0.9968 | 1,724.54 | |
| 2.5194 | 122.96 |
Estimation Period:
Nov 8, 1991 to Feb 13, 2026
Nov 8, 1991 to Feb 13, 2026
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