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 Tuesday, October 14th, 2025:9.90% (-0.34%)

Analysis last updated: Monday, October 13, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3522	5.14
$α$	0.0299	93.88
$β$	0.9967	1,675.17
$ν$	2.5341	116.83

Estimation Period:
Nov 8, 1991 to Oct 10, 2025