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	param	t-stat
$ω$	1.2156	5.49
$α$	0.0671	7.87
$β$	0.8964	73.54
$γ_{1}$	0.0119	0.34
$γ_{2}$	0.0022	0.04
$γ_{3}$	-0.0490	-1.17
$γ_{4}$	0.1062	3.27
$γ_{5}$	-0.1510	-5.07
$γ_{6}$	0.1105	3.38
$γ_{7}$	-0.0234	-0.74
$γ_{8}$	-0.0042	-0.15
$γ_{9}$	0.0084	0.35
$γ_{10}$	-0.0296	-1.78

V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Israeli Shekel Analyses