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

V-Lab

Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:10.28% (+0.53%)

Analysis last updated: Wednesday, September 17, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3512	5.10
$α$	0.0301	94.02
$β$	0.9967	1,641.99
$ν$	2.5339	115.32

Estimation Period:
Nov 8, 1991 to Sep 12, 2025