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

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V-Lab

Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:11.55% (+0.61%)

Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3486	4.94
$α$	0.0309	93.34
$β$	0.9965	1509.87
$ν$	3	108.98

Estimation Period:
Nov 8, 1991 to Dec 20, 2024