Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:8.72% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3478 | 5.13 | |
| 0.0299 | 93.87 | |
| 0.9967 | 1,669.56 | |
| 2.5422 | 114.60 |
Estimation Period:
Nov 8, 1991 to Dec 19, 2025
Nov 8, 1991 to Dec 19, 2025
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