V-Lab: Israeli Shekel APARCH Volatility Analysis

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V-Lab

Israeli Shekel APARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:6.44% (+0.13%)

Analysis last updated: Thursday, December 4, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0027	15.88
$α$	0.0664	35.02
$β$	0.9269	522.21
$γ$	-0.0876	-7.82
$δ$	1.8161	38.96

Estimation Period:
Nov 8, 1991 to Nov 28, 2025

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Volatility Forecasts

Volatility Forecasts