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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0021	5.76***
α ARCH Response to squared shocks	0.0628	9.86***
β GARCH Volatility persistence	0.9267	141.84***

V-Lab

Israeli Shekel GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Israeli Shekel Analyses