V-Lab: Israeli Shekel APARCH Volatility Analysis

Skip to main content

V-Lab

Israeli Shekel APARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:8.88% (-0.32%)

Analysis last updated: Sunday, October 19, 2025 at 02:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0027	15.90
$α$	0.0667	34.96
$β$	0.9268	520.96
$γ$	-0.0878	-7.83
$δ$	1.8147	38.90

Estimation Period:
Nov 8, 1991 to Oct 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts