V-Lab: Israeli Shekel MF2-GARCH Volatility Analysis

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V-Lab

Israeli Shekel MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:0.00% (-6.83%)

Analysis last updated: Thursday, April 25, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.6298	6297700.00
$β$	0.6202	6202300.00
$γ$	-0.5000	-5000000.00
$λ_{1}$	0.0005	0.90
$λ_{2}$	0.0019	120.50
$λ_{3}$	0.9980	5702.97

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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