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V-Lab

El Al Israel Airlines Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Sunday, July 26th, 2026

1 Day

37.23%

decreased by 0.32%

1 Week

39.53%

increased by 1.98%

1 Month

43.96%

increased by 6.41%

Analysis last updated: Sunday, July 26, 2026 at 02:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of El Al Israel Airlines Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 17, 2003 to Jul 24, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 6 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9988
11.10***
α

ARCH

Response to squared shocks

0.1137
6.31***
β

GARCH

Volatility persistence

0.7789
22.17***
γi Spline Coefficients
K=2
γ10.0035
1.41
γ2-0.0053
-1.60

Persistence:

0.893

Half-life:

6 days