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

V-Lab

Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:13.59% (+0.72%)

Analysis last updated: Thursday, April 24, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3488	5.12
$α$	0.0307	93.66
$β$	0.9967	1,650.14
$ν$	2.5522	112.71

Estimation Period:
Nov 8, 1991 to Apr 18, 2025