Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:13.11% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3562 | 5.21 | |
| 0.0304 | 94.89 | |
| 0.9968 | 1,751.86 | |
| 2.5523 | 117.38 |
Estimation Period:
Nov 8, 1991 to Mar 13, 2026
Nov 8, 1991 to Mar 13, 2026
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