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V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.86% (-3.53%)
Analysis last updated: Friday, February 6, 2026 at 07:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH
paramt-stat
ω1.84046.18
α0.08146.85
β0.917977.11
γ1-0.0219-0.14
γ20.00990.05
γ30.01090.14
γ40.03230.49
γ5-0.0912-1.69
γ60.14002.15
γ7-0.6539-1.53
γ81.69141.47
γ9-1.7046-1.51
Estimation Period:
Nov 8, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts