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V-Lab

Israeli Shekel Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:93.91% (-1.30%)
Analysis last updated: Friday, February 20, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel SGARCH
paramt-stat
ω1.33564.29
α0.07109.48
β0.9184124.32
γ10.00870.17
γ20.00900.10
γ3-0.0625-0.91
γ40.12902.42
γ5-0.1766-3.56
γ60.13522.42
γ7-0.0489-0.87
γ80.03980.61
γ9-0.3169-1.23
γ101.25271.39
Estimation Period:
Nov 8, 1991 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts