V-Lab: Israeli Shekel APARCH Volatility Analysis

V-Lab

Israeli Shekel APARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:12.95% (-0.49%)

Analysis last updated: Wednesday, June 18, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0026	15.55
$α$	0.0661	34.37
$β$	0.9270	517.61
$γ$	-0.0821	-7.25
$δ$	1.8270	38.40

Estimation Period:
Nov 8, 1991 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts