V-Lab: Israeli Shekel GARCH Volatility Analysis

V-Lab

|

V-Lab

Israeli Shekel GARCH Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:7.00% (+0.49%)

Analysis last updated: Thursday, June 1, 2023 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0026	22.76
$α$	0.0676	36.25
$β$	0.9177	465.36

Estimation Period:
Nov 8, 1991 to May 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts