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	param	t-stat
$ω$	1.2373	5.63
$α$	0.0677	8.01
$β$	0.8962	74.24
$γ_{1}$	0.0144	0.43
$γ_{2}$	-0.0020	-0.04
$γ_{3}$	-0.0449	-1.09
$γ_{4}$	0.1012	3.17
$γ_{5}$	-0.1489	-5.16
$γ_{6}$	0.1146	3.55
$γ_{7}$	-0.0314	-0.99
$γ_{8}$	0.0049	0.18
$γ_{9}$	-0.0022	-0.09
$γ_{10}$	-0.0212	-1.29

V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Israeli Shekel Analyses