V-Lab
Israeli Shekel MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:12.02% (-5.61%)
Analysis last updated: Sunday, January 29, 2023, 02:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 1.0000 | 9999900.00 | |
| 0.0024 | 24320.00 | |
| -0.0048 | -48440.00 | |
| 10.0000 | 100000000.00 | |
| 0.0000 | 100.00 | |
| 0.9903 | 9903010.00 |
Estimation Period:
Jan 2, 1990 to Jan 28, 2023
Jan 2, 1990 to Jan 28, 2023
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