V-Lab
V-Lab
Israeli Shekel GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:8.69% (-0.32%)
Analysis last updated: Sunday, May 11, 2025 at 01:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel GARCH
paramt-stat
ω0.002322.84
α0.064638.29
β0.9235527.12
Estimation Period:
Nov 8, 1991 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts