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

V-Lab

| |

V-Lab

Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, September 18th, 2024:14.21% (+0.48%)

Analysis last updated: Tuesday, September 17, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3551	5.00
$α$	0.0312	93.53
$β$	0.9965	1552.25
$ν$	3	112.27

Estimation Period:
Nov 8, 1991 to Sep 13, 2024