V-Lab: Israeli Shekel APARCH Volatility Analysis

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V-Lab

Israeli Shekel APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:9.82% (+0.12%)

Analysis last updated: Sunday, January 29, 2023, 01:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0029	14.81
$α$	0.0683	30.37
$β$	0.9192	441.92
$γ$	-0.0742	-6.37
$δ$	1.8979	36.89

Estimation Period:
Nov 8, 1991 to Jan 28, 2023

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Volatility Forecasts

Volatility Forecasts