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

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Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:10.28% (-0.36%)

Analysis last updated: Sunday, November 16, 2025 at 01:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3520	5.18
$α$	0.0299	94.15
$β$	0.9968	1,712.66
$ν$	2.5404	117.15

Estimation Period:
Nov 8, 1991 to Nov 14, 2025