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Israeli Shekel GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:8.02% (+0.56%)
Analysis last updated: Wednesday, October 15, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel GARCH
paramt-stat
ω0.002323.06
α0.064538.85
β0.9240540.35
Estimation Period:
Nov 8, 1991 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts