V-Lab: Israeli Shekel EGARCH Volatility Analysis

V-Lab

Israeli Shekel EGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:8.47% (+0.81%)

Analysis last updated: Friday, July 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0137	-10.52
$α$	0.1431	33.81
$β$	0.9837	1,222.03
$γ$	0.0187	5.80

Estimation Period:
Nov 8, 1991 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts