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

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V-Lab

Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, October 4th, 2023:10.12% (+0.55%)

Analysis last updated: Tuesday, October 3, 2023 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3378	4.36
$α$	0.0317	90.11
$β$	0.9958	1082.35
$ν$	2	90.95

Estimation Period:
Nov 8, 1991 to Sep 29, 2023