Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.16% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3609 | 5.20 | |
| 0.0296 | 94.74 | |
| 0.9968 | 1,727.53 | |
| 2.5160 | 123.90 |
Estimation Period:
Nov 8, 1991 to Feb 6, 2026
Nov 8, 1991 to Feb 6, 2026
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