V-Lab: Israeli Shekel AGARCH Volatility Analysis

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V-Lab

Israeli Shekel AGARCH Volatility Analysis

Volatility Prediction for Thursday, October 30th, 2025:7.64% (+0.27%)

Analysis last updated: Wednesday, October 29, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	19.81
$α$	0.0633	38.61
$β$	0.9245	542.21
$γ$	-0.0588	-8.24

Estimation Period:
Nov 8, 1991 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts