Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:8.99% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3590 | 5.15 | |
| 0.0295 | 94.62 | |
| 0.9967 | 1,686.54 | |
| 2.5127 | 122.65 |
Estimation Period:
Nov 8, 1991 to Jan 30, 2026
Nov 8, 1991 to Jan 30, 2026
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