V-Lab: Israeli Shekel AGARCH Volatility Analysis

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V-Lab

Israeli Shekel AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:10.35% (-0.33%)

Analysis last updated: Wednesday, April 24, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	20.49
$α$	0.0659	37.32
$β$	0.9200	494.63
$γ$	-0.0554	-7.76

Estimation Period:
Nov 8, 1991 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts