V-Lab: Israeli Shekel MF2-GARCH Volatility Analysis

V-Lab

Israeli Shekel MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:0.18% (-6.61%)

Analysis last updated: Sunday, July 6, 2025 at 01:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.7499	7,499,170.00
$β$	0.0001	830.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.1501	1,501,380.00
$λ_{2}$	0.0042	41,950.00
$λ_{3}$	0.0000	210.00

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

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