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 Tuesday, March 11th, 2025:11.44% (+0.42%)

Analysis last updated: Monday, March 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3452	5.01
$α$	0.0307	93.18
$β$	0.9966	1562.05
$ν$	3	109.09

Estimation Period:
Nov 8, 1991 to Mar 7, 2025