V-Lab: Israeli Shekel GJR-GARCH Volatility Analysis

V-Lab

Israeli Shekel GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:5.93% (-0.17%)

Analysis last updated: Monday, August 11, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	23.11
$α$	0.0735	23.86
$β$	0.9241	544.84
$γ$	-0.0199	-4.51

Estimation Period:
Nov 8, 1991 to Aug 8, 2025

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Volatility Forecasts

Volatility Forecasts