V-Lab: Israeli Shekel GAS-GARCH Student T Volatility Analysis

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V-Lab

Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:11.72% (+0.54%)

Analysis last updated: Tuesday, February 4, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3464	4.96
$α$	0.0307	93.18
$β$	0.9965	1526.09
$ν$	3	108.72

Estimation Period:
Nov 8, 1991 to Jan 31, 2025