V-Lab: Israeli Shekel MF2-GARCH Volatility Analysis

V-Lab

Israeli Shekel MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:0.00% (-5.72%)

Analysis last updated: Monday, June 30, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.5836	5,835,940.00
$β$	0.5849	5,849,020.00
$γ$	-0.3370	-3,369,910.00
$λ_{1}$	0.0004	0.30
$λ_{2}$	0.0003	35.71
$λ_{3}$	0.9997	32,249.23

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts