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

V-Lab

Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:8.65% (-0.25%)

Analysis last updated: Monday, August 11, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3490	5.04
$α$	0.0303	93.66
$β$	0.9966	1,586.98
$ν$	2.5331	112.95

Estimation Period:
Nov 8, 1991 to Aug 8, 2025