Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:11.02% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3556 | 5.19 | |
| 0.0301 | 94.24 | |
| 0.9968 | 1,724.52 | |
| 2.5365 | 118.99 |
Estimation Period:
Nov 8, 1991 to Oct 18, 2025
Nov 8, 1991 to Oct 18, 2025
Other Israeli Shekel Analyses
Other GAS-GARCH Student T Analyses on Currencies