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V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.65% (-2.03%)
Analysis last updated: Friday, February 13, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH
paramt-stat
ω1.57074.43
α0.07647.12
β0.920084.22
γ10.00070.01
γ2-0.0056-0.07
γ30.00240.04
γ40.03220.54
γ5-0.0882-1.79
γ60.13472.19
γ7-0.5862-1.47
γ81.50101.41
γ9-1.5095-1.44
Estimation Period:
Nov 8, 1991 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts