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{name} Model Equation

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Param	Value	t-stat
ωconst	0.3535	1.33
αARCH	0.0300	23.79***
βGARCH	0.9969	464.55***
νDF	2.5692	29.73***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3535	1.33
α ARCH Response to squared shocks	0.0300	23.79***
β GARCH Volatility persistence	0.9969	464.55***
ν DF Student-t tail thickness	2.5692	29.73***

V-Lab

Israeli Shekel GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Israeli Shekel Analyses