Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:8.34% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3440 | 5.04 | |
| 0.0300 | 93.72 | |
| 0.9967 | 1,594.64 | |
| 2.5428 | 110.83 |
Estimation Period:
Nov 8, 1991 to Jan 9, 2026
Nov 8, 1991 to Jan 9, 2026
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