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 Wednesday, December 3rd, 2025:10.41% (-0.11%)

Analysis last updated: Tuesday, December 2, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3514	5.19
$α$	0.0299	94.14
$β$	0.9968	1,724.53
$ν$	2.5439	117.00

Estimation Period:
Nov 8, 1991 to Nov 28, 2025