Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.51% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3596 | 5.21 | |
| 0.0296 | 94.61 | |
| 0.9968 | 1,742.66 | |
| 2.5226 | 123.01 |
Estimation Period:
Nov 8, 1991 to Feb 20, 2026
Nov 8, 1991 to Feb 20, 2026
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