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

V-Lab

Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:12.27% (-0.42%)

Analysis last updated: Friday, May 30, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3498	5.16
$α$	0.0304	93.68
$β$	0.9967	1,689.37
$ν$	2.5501	114.72

Estimation Period:
Nov 8, 1991 to May 30, 2025