V-Lab: Israeli Shekel GJR-GARCH Volatility Analysis

V-Lab

Israeli Shekel GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:7.21% (-0.25%)

Analysis last updated: Friday, August 29, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	22.90
$α$	0.0733	23.85
$β$	0.9245	548.68
$γ$	-0.0200	-4.55

Estimation Period:
Nov 8, 1991 to Aug 29, 2025

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Volatility Forecasts

Volatility Forecasts