V-Lab
V-Lab
Israeli Shekel GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:10.65% (-0.33%)

Analysis last updated: Tuesday, April 23, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel GARCH
paramt-stat
ω0.002522.97
α0.067237.58
β0.9195491.72
Estimation Period:
Nov 8, 1991 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts