V-Lab: Israeli Shekel APARCH Volatility Analysis

V-Lab

Israeli Shekel APARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:9.66% (-0.37%)

Analysis last updated: Wednesday, July 2, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0026	15.48
$α$	0.0662	34.41
$β$	0.9268	519.80
$γ$	-0.0833	-7.40
$δ$	1.8364	38.72

Estimation Period:
Nov 8, 1991 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts