V-Lab: Israeli Shekel EGARCH Volatility Analysis

V-Lab

Israeli Shekel EGARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:10.25% (-0.62%)

Analysis last updated: Sunday, June 15, 2025 at 01:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0141	-10.74
$α$	0.1428	33.61
$β$	0.9836	1,214.31
$γ$	0.0185	5.71

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts