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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0021	5.78***
αARCH	0.0625	9.83***
βGARCH	0.9269	141.94***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0021	5.78***
α ARCH Response to squared shocks	0.0625	9.83***
β GARCH Volatility persistence	0.9269	141.94***

V-Lab

Israeli Shekel GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Israeli Shekel Analyses