Israeli Shekel GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:11.37% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3639 | 5.27 | |
| 0.0298 | 94.84 | |
| 0.9969 | 1,796.13 | |
| 2.5255 | 125.43 |
Estimation Period:
Nov 8, 1991 to Mar 6, 2026
Nov 8, 1991 to Mar 6, 2026
Other Israeli Shekel Analyses
Other GAS-GARCH Student T Analyses on Currencies