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

V-Lab

Israeli Shekel GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:11.67% (-0.28%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3477	5.09
$α$	0.0306	93.47
$β$	0.9967	1,628.54
$ν$	2.5488	112.21

Estimation Period:
Nov 8, 1991 to May 9, 2025