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

V-Lab

Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:9.16% (-0.31%)

Analysis last updated: Friday, August 29, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3509	5.05
$α$	0.0301	93.95
$β$	0.9966	1,599.75
$ν$	2.5270	114.84

Estimation Period:
Nov 8, 1991 to Aug 29, 2025