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

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Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:10.12% (+0.30%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3506	5.13
$α$	0.0299	94.03
$β$	0.9967	1,672.36
$ν$	2.5367	115.93

Estimation Period:
Nov 8, 1991 to Nov 7, 2025